+529.2%
GS vs IBKR
+1,369.6%
-840.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +0.9% | -3.3% | +4.2% | +2.7% |
| 30D | -1.6% | +4.5% | -6.0% | -4.3% |
| 3M | -4.5% | +6.5% | -11.0% | -8.2% |
| 6M | +20.9% | +34.2% | -13.3% | +1.2% |
| YTD | +19.9% | +44.5% | -24.6% | -4.0% |
| 1Y | +41.4% | +44.7% | -3.3% | +11.9% |
| 3Y | +239.2% | +306.7% | -67.6% | +41.5% |
| 5Y | +185.0% | +489.9% | -304.8% | -8.5% |
| 10Y | +655.0% | +1,019.5% | -364.5% | +54.6% |
| All | +529.2% | +1,369.6% | -840.4% | -21.1% |
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