+1.8%
GTLB vs IBB
+30.0%
-28.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -3.5% | +1.6% | -5.1% | -4.0% |
| 30D | -9.0% | +6.7% | -15.7% | -10.1% |
| 3M | +15.9% | +6.3% | +9.5% | +14.6% |
| 6M | +104.9% | +23.9% | +80.9% | +100.9% |
| YTD | +26.0% | +26.6% | -0.6% | +24.4% |
| 1Y | +1.8% | +29.6% | -27.9% | +2.6% |
| All | +1.8% | +30.0% | -28.3% | +2.6% |
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