+990.2%
IBKR vs GD
+196.4%
+793.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | -1.3% | -1.0% | -0.4% | -0.8% |
| 30D | -0.2% | -9.7% | +9.5% | +5.3% |
| 3M | +3.0% | -0.4% | +3.3% | +2.7% |
| 6M | +33.9% | +1.5% | +32.4% | +31.7% |
| YTD | +42.5% | +7.1% | +35.4% | +36.0% |
| 1Y | +44.9% | +9.9% | +35.0% | +36.4% |
| 3Y | +293.0% | +74.6% | +218.4% | +179.4% |
| 5Y | +497.7% | +96.1% | +401.6% | +289.8% |
| All | +990.2% | +196.4% | +793.8% | +406.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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