+401.3%
GH vs IBB
+79.1%
+322.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.4% |
| 7D | -0.1% | +1.4% | -1.5% | -2.0% |
| 30D | -1.1% | +10.5% | -11.6% | -14.3% |
| 3M | +21.3% | +23.6% | -2.3% | -10.5% |
| 6M | +73.5% | +22.6% | +50.9% | +30.1% |
| YTD | +58.0% | +25.7% | +32.4% | +14.0% |
| 1Y | +163.1% | +51.4% | +111.7% | +44.9% |
| 3Y | +361.0% | +64.4% | +296.7% | +126.8% |
| 5Y | +22.5% | +22.1% | +0.4% | -4.5% |
| All | +401.3% | +79.1% | +322.2% | +150.3% |
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