-21.3%
GFS vs IBB
+34.9%
-56.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.0% | -4.8% | -5.3% |
| 7D | -20.7% | -3.6% | -17.1% | -17.9% |
| 30D | -25.2% | +3.4% | -28.6% | -27.5% |
| 3M | -26.3% | +9.5% | -35.8% | -33.1% |
| 6M | -50.7% | +23.3% | -74.0% | -60.6% |
| YTD | +4.5% | +24.5% | -20.0% | -16.9% |
| 1Y | +2.5% | +32.9% | -30.5% | -23.8% |
| 3Y | -30.9% | +76.6% | -107.5% | -61.5% |
| 5Y | -42.6% | +35.5% | -78.1% | -60.5% |
| All | -21.3% | +34.9% | -56.2% | -45.6% |
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