+368.5%
GH vs IBB
+80.5%
+288.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -4.0% |
| 7D | -15.6% | -1.8% | -13.8% | -13.5% |
| 30D | -10.4% | +5.1% | -15.4% | -16.3% |
| 3M | -4.3% | +10.7% | -15.0% | -17.4% |
| 6M | +63.5% | +22.9% | +40.7% | +21.6% |
| YTD | +47.7% | +26.7% | +21.0% | +5.3% |
| 1Y | +56.7% | +35.1% | +21.6% | +1.8% |
| 3Y | +443.9% | +80.2% | +363.7% | +133.4% |
| 5Y | +36.9% | +37.8% | -0.9% | -8.1% |
| All | +368.5% | +80.5% | +288.0% | +131.1% |
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