-55.1%
GTLB vs IBB
+40.0%
-95.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.3% |
| 7D | -10.9% | +0.8% | -11.7% | -12.0% |
| 30D | -15.3% | +5.2% | -20.5% | -20.3% |
| 3M | +14.6% | +8.6% | +6.0% | +2.2% |
| 6M | +79.6% | +27.8% | +51.8% | +28.7% |
| YTD | +24.3% | +28.8% | -4.5% | -13.8% |
| 1Y | +1.0% | +36.4% | -35.4% | -36.2% |
| 3Y | +4.6% | +89.3% | -84.7% | -63.2% |
| 5Y | -63.7% | +43.3% | -107.0% | -79.3% |
| All | -55.1% | +40.0% | -95.1% | -74.2% |
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