-2.4%
GLD vs IBB
+36.9%
-39.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +2.8% | +0.8% | +2.0% | +2.4% |
| 30D | -4.0% | +5.2% | -9.1% | -6.0% |
| 3M | -8.2% | +8.6% | -16.8% | -11.6% |
| 6M | -14.8% | +27.8% | -42.7% | -23.5% |
| YTD | -6.8% | +28.8% | -35.6% | -16.4% |
| 1Y | -2.4% | +36.4% | -38.8% | -12.6% |
| All | -2.4% | +36.9% | -39.3% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling