+651.6%
GRMN vs IBB
+130.8%
+520.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | +6.3% | +0.8% | +5.6% | +5.8% |
| 30D | +7.6% | +5.2% | +2.4% | +4.3% |
| 3M | -7.5% | +8.6% | -16.1% | -12.3% |
| 6M | +21.2% | +27.8% | -6.6% | +4.2% |
| YTD | +44.0% | +28.8% | +15.2% | +23.0% |
| 1Y | +44.7% | +36.4% | +8.3% | +19.3% |
| 3Y | +160.5% | +89.3% | +71.2% | +75.9% |
| 5Y | +124.6% | +43.3% | +81.4% | +75.2% |
| 10Y | +651.6% | +130.6% | +521.0% | +350.1% |
| All | +651.6% | +130.8% | +520.9% | +350.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling