+185.7%
GS vs IBB
+22.5%
+163.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.6% |
| 7D | +0.9% | +1.4% | -0.5% | +0.1% |
| 30D | -1.6% | +10.5% | -12.1% | -7.5% |
| 3M | -4.5% | +23.6% | -28.1% | -16.2% |
| 6M | +20.9% | +22.6% | -1.7% | +6.4% |
| YTD | +19.9% | +25.7% | -5.8% | +3.7% |
| 1Y | +41.4% | +51.4% | -10.0% | +9.0% |
| 3Y | +239.2% | +64.4% | +174.8% | +146.3% |
| All | +185.7% | +22.5% | +163.2% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling