+160.0%
GS vs IBKR
+365.3%
-205.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | -1.2% |
| 7D | -0.1% | +5.9% | -6.0% | -2.9% |
| 30D | +3.7% | -6.1% | +9.8% | +6.6% |
| 3M | -10.0% | -8.0% | -1.9% | -6.8% |
| 6M | -1.0% | -2.7% | +1.7% | -0.3% |
| YTD | +7.0% | +28.7% | -21.7% | -5.8% |
| 1Y | +16.6% | +16.9% | -0.3% | +7.1% |
| 3Y | +204.4% | +306.9% | -102.5% | +55.5% |
| 5Y | +160.0% | +363.0% | -202.9% | +20.4% |
| All | +160.0% | +365.3% | -205.3% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling