-54.1%
GTLB vs IBB
+37.0%
-91.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | -10.2% | +4.6% | -14.8% | -15.1% |
| 3M | +10.1% | +6.8% | +3.3% | +0.2% |
| 6M | +116.5% | +23.1% | +93.4% | +62.8% |
| YTD | +27.2% | +26.0% | +1.2% | -9.5% |
| 1Y | +8.6% | +30.4% | -21.8% | -27.2% |
| 3Y | +5.6% | +85.4% | -79.9% | -62.0% |
| 5Y | -61.8% | +39.7% | -101.6% | -77.6% |
| All | -54.1% | +37.0% | -91.0% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling