-54.6%
GTLB vs IBB
+33.6%
-88.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -2.8% |
| 7D | +4.6% | -1.7% | +6.2% | +6.9% |
| 30D | +21.0% | +4.9% | +16.1% | +13.3% |
| 3M | +51.7% | +24.2% | +27.5% | +14.2% |
| 6M | +89.3% | +23.8% | +65.4% | +39.6% |
| YTD | +25.6% | +23.0% | +2.7% | -7.3% |
| 1Y | -1.5% | +46.2% | -47.7% | -44.4% |
| 3Y | -9.9% | +64.8% | -74.8% | -60.1% |
| All | -54.6% | +33.6% | -88.2% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling