-3.8%
GTLB vs IBB
+44.4%
-48.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -6.6% | -3.9% | -2.7% | -5.9% |
| 30D | +13.7% | +2.7% | +11.0% | +13.5% |
| 3M | +52.9% | +21.4% | +31.6% | +50.4% |
| 6M | +88.5% | +20.1% | +68.4% | +83.8% |
| YTD | +23.4% | +21.9% | +1.6% | +21.2% |
| 1Y | -3.8% | +44.1% | -47.9% | -7.3% |
| All | -3.8% | +44.4% | -48.2% | -7.3% |
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