+187.0%
GS vs IBKR
+489.2%
-302.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | +2.4% | +1.3% | +1.1% | +1.8% |
| 30D | -0.1% | -0.3% | +0.3% | -0.2% |
| 3M | +0.2% | +4.7% | -4.5% | -2.2% |
| 6M | +24.8% | +34.0% | -9.2% | +8.2% |
| YTD | +18.8% | +40.8% | -22.0% | +0.5% |
| 1Y | +37.3% | +45.7% | -8.4% | +13.7% |
| 3Y | +237.9% | +288.4% | -50.5% | +76.7% |
| 5Y | +187.0% | +487.2% | -300.1% | +17.5% |
| All | +187.0% | +489.2% | -302.2% | +17.5% |
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