+16.0%
GS vs IBB
+29.7%
-13.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +5.9% | -0.5% | +6.4% | +6.1% |
| 30D | +4.3% | +4.6% | -0.2% | +2.8% |
| 3M | -11.7% | +6.8% | -18.5% | -14.0% |
| 6M | -3.2% | +23.1% | -26.3% | -13.0% |
| YTD | +5.8% | +26.0% | -20.2% | -6.4% |
| 1Y | +16.0% | +30.4% | -14.3% | +1.1% |
| All | +16.0% | +29.7% | -13.6% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling