+85.4%
IBB vs GGLL
+166.5%
-81.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -0.5% | +7.7% | -8.2% | -1.2% |
| 30D | +4.6% | -30.2% | +34.8% | +7.6% |
| 3M | +6.8% | -31.3% | +38.1% | +10.0% |
| 6M | +23.1% | -52.1% | +75.2% | +30.9% |
| YTD | +26.0% | -25.9% | +51.9% | +26.5% |
| 1Y | +30.4% | -8.5% | +38.8% | +27.8% |
| 3Y | +85.4% | +165.5% | -80.1% | +62.5% |
| All | +85.4% | +166.5% | -81.1% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling