+12.6%
GTLB vs IBB
+42.2%
-29.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.7% |
| 7D | -9.7% | +2.2% | -11.9% | -10.2% |
| 30D | +1.7% | +6.3% | -4.6% | 0.0% |
| 3M | +43.6% | +16.3% | +27.3% | +39.6% |
| 6M | +113.0% | +30.0% | +83.0% | +105.7% |
| YTD | +39.5% | +31.1% | +8.4% | +35.7% |
| 1Y | +12.6% | +42.0% | -29.3% | +13.6% |
| All | +12.6% | +42.2% | -29.6% | +13.6% |
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 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