+113.3%
GLD vs IBB
+42.1%
+71.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | -4.0% | +5.2% | -9.1% | -4.7% |
| 3M | -8.2% | +8.6% | -16.8% | -9.4% |
| 6M | -14.8% | +27.8% | -42.7% | -17.7% |
| YTD | -6.8% | +28.8% | -35.6% | -10.0% |
| 1Y | -2.4% | +36.4% | -38.8% | -6.2% |
| 3Y | +105.8% | +89.3% | +16.4% | +93.2% |
| 5Y | +113.3% | +43.3% | +70.0% | +101.9% |
| All | +113.3% | +42.1% | +71.2% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling