+399.9%
GH vs IBB
+75.2%
+324.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +2.7% |
| 7D | -2.1% | -1.7% | -0.4% | 0.0% |
| 30D | -4.5% | +4.9% | -9.3% | -11.2% |
| 3M | +28.9% | +24.2% | +4.7% | -5.7% |
| 6M | +76.5% | +23.8% | +52.7% | +30.5% |
| YTD | +57.6% | +23.0% | +34.7% | +17.0% |
| 1Y | +167.5% | +46.2% | +121.4% | +54.8% |
| 3Y | +377.4% | +64.8% | +312.6% | +133.4% |
| 5Y | +23.8% | +20.9% | +2.9% | -2.0% |
| All | +399.9% | +75.2% | +324.7% | +157.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling