+557.6%
IBB vs GPC
+977.7%
-420.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +5.2% | -1.8% | +7.0% | +5.7% |
| 3M | +8.6% | -6.6% | +15.2% | +11.5% |
| 6M | +27.8% | +21.3% | +6.5% | +15.3% |
| YTD | +28.8% | +4.3% | +24.5% | +22.5% |
| 1Y | +36.4% | +3.3% | +33.1% | +30.3% |
| 3Y | +89.3% | +0.8% | +88.6% | +75.8% |
| 5Y | +43.3% | +7.4% | +35.9% | +25.7% |
| 10Y | +130.6% | +79.2% | +51.4% | +39.1% |
| All | +557.6% | +977.7% | -420.1% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling