+8.9%
GTLB vs IBB
+86.3%
-77.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.8% |
| 7D | -9.6% | +2.7% | -12.3% | -11.1% |
| 30D | -14.5% | +6.3% | -20.8% | -17.7% |
| 3M | +20.9% | +11.1% | +9.9% | +12.6% |
| 6M | +81.4% | +29.2% | +52.1% | +52.1% |
| YTD | +25.6% | +30.2% | -4.7% | +3.7% |
| 1Y | +3.4% | +39.5% | -36.0% | -20.0% |
| 3Y | +8.9% | +92.3% | -83.4% | -39.8% |
| All | +8.9% | +86.3% | -77.4% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling