+486.2%
GLD vs IBKR
+1,343.5%
-857.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.8% |
| 7D | +0.7% | +0.6% | +0.1% | +0.8% |
| 30D | +0.3% | +3.7% | -3.4% | +0.4% |
| 3M | +0.6% | +4.2% | -3.6% | +0.7% |
| 6M | -15.6% | +36.6% | -52.2% | -14.9% |
| YTD | +0.9% | +41.9% | -41.0% | +1.9% |
| 1Y | +19.4% | +49.5% | -30.1% | +20.9% |
| 3Y | +124.5% | +291.3% | -166.9% | +137.4% |
| 5Y | +138.9% | +492.7% | -353.7% | +157.9% |
| 10Y | +213.3% | +994.0% | -780.7% | +250.5% |
| All | +486.2% | +1,343.5% | -857.3% | +563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling