+78.7%
IBB vs GGLL
+194.0%
-115.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +0.8% | +5.1% | -4.3% | +0.3% |
| 30D | +5.2% | -35.5% | +40.7% | +9.8% |
| 3M | +8.6% | -39.2% | +47.7% | +13.9% |
| 6M | +27.8% | -54.4% | +82.2% | +37.9% |
| YTD | +28.8% | -29.8% | +58.6% | +30.4% |
| 1Y | +36.4% | -20.4% | +56.8% | +35.6% |
| 3Y | +89.3% | +149.7% | -60.4% | +53.7% |
| All | +78.7% | +194.0% | -115.3% | +41.2% |
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