+438.8%
GS vs IBKR
+842.7%
-403.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | 0.0% |
| 7D | +5.9% | +7.9% | -2.0% | +1.6% |
| 30D | +4.3% | -2.8% | +7.1% | +5.6% |
| 3M | -11.7% | -10.5% | -1.2% | -7.0% |
| 6M | -3.2% | -3.7% | +0.6% | -2.1% |
| YTD | +5.8% | +27.6% | -21.8% | -8.4% |
| 1Y | +16.0% | +22.5% | -6.5% | +2.5% |
| 3Y | +199.8% | +307.2% | -107.5% | +32.4% |
| 5Y | +155.5% | +357.7% | -202.1% | +1.3% |
| All | +438.8% | +842.7% | -403.9% | +30.0% |
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