+197.7%
GS vs IBB
+90.2%
+107.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.2% |
| 30D | +1.7% | +5.2% | -3.5% | -1.2% |
| 3M | -11.6% | +8.6% | -20.2% | -16.1% |
| 6M | -1.9% | +27.8% | -29.7% | -16.4% |
| YTD | +5.1% | +28.8% | -23.7% | -11.3% |
| 1Y | +16.4% | +36.4% | -20.0% | -5.5% |
| All | +197.7% | +90.2% | +107.5% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling