+239.5%
GM vs IBB
+647.2%
-407.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.2% | -0.5% | +0.3% | +0.2% |
| 30D | +3.6% | +4.6% | -1.0% | +0.8% |
| 3M | -0.2% | +6.8% | -7.1% | -4.6% |
| 6M | +13.9% | +23.1% | -9.2% | +0.2% |
| YTD | +6.5% | +26.0% | -19.6% | -7.7% |
| 1Y | +20.7% | +30.4% | -9.7% | +2.5% |
| 3Y | +229.5% | +85.4% | +144.0% | +126.8% |
| 5Y | +41.5% | +39.7% | +1.8% | +13.3% |
| 10Y | +204.8% | +127.1% | +77.7% | +84.7% |
| All | +239.5% | +647.2% | -407.6% | -25.6% |
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