+246.5%
GM vs IBB
+645.1%
-398.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | +1.9% | +1.4% | +0.5% | +1.1% |
| 30D | -1.4% | +10.5% | -11.9% | -7.1% |
| 3M | +5.9% | +23.6% | -17.7% | -6.7% |
| 6M | +12.4% | +22.6% | -10.2% | -0.5% |
| YTD | +8.6% | +25.7% | -17.0% | -5.3% |
| 1Y | +52.6% | +51.4% | +1.2% | +19.4% |
| 3Y | +169.7% | +64.4% | +105.3% | +99.6% |
| 5Y | +87.5% | +22.1% | +65.4% | +61.4% |
| 10Y | +233.0% | +132.5% | +100.5% | +99.5% |
| All | +246.5% | +645.1% | -398.6% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling