+74.4%
IBB vs GGLL
+328.7%
-254.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | +1.4% | -4.8% | +6.2% | +2.0% |
| 30D | +10.5% | -13.7% | +24.2% | +12.2% |
| 3M | +23.6% | -21.9% | +45.5% | +26.3% |
| 6M | +22.6% | +11.7% | +11.0% | +18.8% |
| YTD | +25.7% | +2.3% | +23.4% | +22.8% |
| 1Y | +51.4% | +76.2% | -24.8% | +37.4% |
| 3Y | +64.4% | +245.0% | -180.6% | +29.6% |
| All | +74.4% | +328.7% | -254.3% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling