+142.5%
GLD vs IBB
+22.5%
+120.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +4.4% | +10.5% | -6.1% | +3.1% |
| 3M | -1.1% | +23.6% | -24.7% | -3.7% |
| 6M | -13.8% | +22.6% | -36.4% | -16.0% |
| YTD | +2.6% | +25.7% | -23.0% | -0.3% |
| 1Y | +24.5% | +51.4% | -26.9% | +19.3% |
| 3Y | +125.8% | +64.4% | +61.5% | +115.3% |
| All | +142.5% | +22.5% | +120.1% | +124.7% |
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