+357.5%
GH vs IBB
+68.6%
+288.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.2% |
| 7D | -0.1% | +1.4% | -1.5% | -1.7% |
| 30D | -1.1% | +10.5% | -11.6% | -12.3% |
| 3M | +21.3% | +23.6% | -2.3% | -6.2% |
| 6M | +73.5% | +22.6% | +50.9% | +36.1% |
| YTD | +58.0% | +25.7% | +32.4% | +20.0% |
| 1Y | +163.1% | +51.4% | +111.7% | +58.2% |
| All | +357.5% | +68.6% | +288.9% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling