+488.8%
GS vs IBB
+152.0%
+336.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.0% | -1.3% | -3.3% |
| 7D | -6.3% | -3.6% | -2.7% | -4.1% |
| 30D | -3.1% | +3.4% | -6.5% | -5.1% |
| 3M | -17.7% | +9.5% | -27.1% | -22.5% |
| 6M | -4.6% | +23.3% | -27.9% | -16.8% |
| YTD | +0.3% | +24.5% | -24.2% | -13.4% |
| 1Y | +11.7% | +32.9% | -21.2% | -7.4% |
| 3Y | +183.6% | +76.6% | +107.0% | +95.2% |
| 5Y | +141.0% | +35.5% | +105.5% | +92.1% |
| All | +488.8% | +152.0% | +336.9% | +208.6% |
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 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