-2.4%
GFS vs IBB
+36.1%
-38.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.3% |
| 7D | +1.0% | +1.4% | -0.4% | -0.4% |
| 30D | -8.6% | +10.5% | -19.1% | -17.5% |
| 3M | -46.5% | +23.6% | -70.2% | -57.0% |
| 6M | -4.8% | +22.6% | -27.4% | -23.2% |
| YTD | +29.7% | +25.7% | +4.0% | +2.5% |
| 1Y | +35.8% | +51.4% | -15.5% | -10.9% |
| 3Y | -18.3% | +64.4% | -82.7% | -50.9% |
| All | -2.4% | +36.1% | -38.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling