+109.1%
GLD vs IBB
+86.3%
+22.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.3% |
| 7D | +4.9% | +2.7% | +2.2% | +4.3% |
| 30D | -1.3% | +6.3% | -7.6% | -2.7% |
| 3M | -4.8% | +11.1% | -15.8% | -7.0% |
| 6M | -12.5% | +29.2% | -41.7% | -17.1% |
| YTD | -4.2% | +30.2% | -34.5% | -9.4% |
| 1Y | +3.0% | +39.5% | -36.4% | -3.3% |
| 3Y | +109.1% | +92.3% | +16.8% | +90.3% |
| All | +109.1% | +86.3% | +22.8% | +90.3% |
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 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