+22.4%
IBB vs GPC
+30.9%
-8.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +1.4% | +1.2% | +0.2% | +1.1% |
| 30D | +10.5% | +6.0% | +4.5% | +8.7% |
| 3M | +23.6% | +42.6% | -19.0% | +11.2% |
| 6M | +22.6% | +22.8% | -0.1% | +14.9% |
| YTD | +25.7% | +15.5% | +10.2% | +18.5% |
| 1Y | +51.4% | +2.0% | +49.3% | +48.3% |
| 3Y | +64.4% | -1.4% | +65.8% | +58.2% |
| All | +22.4% | +30.9% | -8.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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