+1,130.0%
GS vs IBB
+589.6%
+540.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +0.9% | +1.9% |
| 7D | +0.3% | +2.2% | -1.9% | -1.1% |
| 30D | +3.9% | +6.3% | -2.5% | -0.3% |
| 3M | -11.4% | +16.3% | -27.7% | -20.3% |
| 6M | +3.7% | +30.0% | -26.3% | -13.5% |
| YTD | +7.1% | +31.1% | -24.0% | -11.5% |
| 1Y | +19.7% | +42.0% | -22.3% | -6.2% |
| 3Y | +202.8% | +85.9% | +116.9% | +97.2% |
| 5Y | +156.7% | +38.4% | +118.3% | +99.1% |
| 10Y | +548.7% | +170.4% | +378.3% | +208.1% |
| All | +1,130.0% | +589.6% | +540.4% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling