+168.3%
GM vs IBB
+64.8%
+103.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.1% |
| 7D | +0.4% | -1.7% | +2.0% | +1.3% |
| 30D | -1.8% | +4.9% | -6.7% | -4.8% |
| 3M | +2.6% | +24.2% | -21.6% | -10.4% |
| 6M | +14.6% | +23.8% | -9.3% | +0.2% |
| YTD | +6.2% | +23.0% | -16.8% | -6.9% |
| 1Y | +48.7% | +46.2% | +2.5% | +16.9% |
| 3Y | +168.3% | +64.8% | +103.5% | +80.6% |
| All | +168.3% | +64.8% | +103.5% | +80.6% |
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 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