+215.0%
GLD vs IBKR
+1,011.6%
-796.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.6% |
| 7D | -2.0% | -1.3% | -0.6% | -2.0% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | +3.2% | +3.0% | +0.3% | +3.3% |
| 6M | -16.3% | +33.9% | -50.1% | -16.0% |
| YTD | +0.6% | +42.5% | -41.9% | +1.2% |
| 1Y | +19.1% | +44.9% | -25.7% | +19.9% |
| 3Y | +123.5% | +293.0% | -169.5% | +135.4% |
| 5Y | +138.5% | +497.7% | -359.1% | +156.1% |
| All | +215.0% | +1,011.6% | -796.6% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling