-64.0%
GTLB vs IBB
+41.1%
-105.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -5.4% |
| 7D | -9.6% | +2.7% | -12.3% | -12.7% |
| 30D | -14.5% | +6.3% | -20.8% | -20.6% |
| 3M | +20.9% | +11.1% | +9.9% | +4.8% |
| 6M | +81.4% | +29.2% | +52.1% | +27.8% |
| YTD | +25.6% | +30.2% | -4.7% | -14.5% |
| 1Y | +3.4% | +39.5% | -36.0% | -36.9% |
| 3Y | +8.9% | +92.3% | -83.4% | -63.3% |
| 5Y | -64.0% | +43.0% | -107.0% | -80.2% |
| All | -64.0% | +41.1% | -105.0% | -80.2% |
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