-55.4%
GTLB vs IBB
+32.4%
-87.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -0.7% |
| 7D | -6.6% | -3.9% | -2.7% | -1.9% |
| 30D | +13.7% | +2.7% | +11.0% | +9.2% |
| 3M | +52.9% | +21.4% | +31.6% | +18.7% |
| 6M | +88.5% | +20.1% | +68.4% | +45.0% |
| YTD | +23.4% | +21.9% | +1.6% | -7.9% |
| 1Y | -3.8% | +44.1% | -47.9% | -44.7% |
| 3Y | -11.5% | +63.4% | -74.9% | -60.4% |
| All | -55.4% | +32.4% | -87.8% | -72.4% |
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