+75.8%
IBB vs GGLL
+188.6%
-112.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | -1.8% | +3.1% | -4.9% | -2.1% |
| 30D | +5.1% | -36.3% | +41.4% | +9.8% |
| 3M | +10.7% | -40.4% | +51.1% | +16.4% |
| 6M | +22.9% | -54.6% | +77.5% | +32.6% |
| YTD | +26.7% | -31.1% | +57.8% | +28.5% |
| 1Y | +35.1% | -19.2% | +54.3% | +34.0% |
| 3Y | +80.2% | +151.5% | -71.3% | +45.9% |
| All | +75.8% | +188.6% | -112.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling