+80.7%
IBB vs GGLL
+195.8%
-115.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.5% |
| 7D | +2.7% | +6.3% | -3.6% | +2.0% |
| 30D | +6.3% | -35.1% | +41.4% | +10.9% |
| 3M | +11.1% | -37.7% | +48.7% | +16.2% |
| 6M | +29.2% | -54.1% | +83.3% | +39.3% |
| YTD | +30.2% | -29.4% | +59.6% | +31.8% |
| 1Y | +39.5% | -13.4% | +52.9% | +37.2% |
| 3Y | +92.3% | +158.3% | -66.0% | +55.3% |
| All | +80.7% | +195.8% | -115.1% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling