+20.7%
GM vs IBB
+29.7%
-9.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -0.2% | -0.5% | +0.3% | +0.1% |
| 30D | +3.6% | +4.6% | -1.0% | +2.1% |
| 3M | -0.2% | +6.8% | -7.1% | -3.5% |
| 6M | +13.9% | +23.1% | -9.2% | +0.6% |
| YTD | +6.5% | +26.0% | -19.6% | -6.7% |
| 1Y | +20.7% | +30.4% | -9.7% | +4.0% |
| All | +20.7% | +29.7% | -9.0% | +4.0% |
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