+44.9%
IBKR vs GD
+12.2%
+32.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.3% | -1.0% | -0.4% | -0.9% |
| 30D | -0.2% | -9.7% | +9.5% | +4.4% |
| 3M | +3.0% | -0.4% | +3.3% | +2.6% |
| 6M | +33.9% | +1.5% | +32.4% | +34.1% |
| YTD | +42.5% | +7.1% | +35.4% | +34.6% |
| 1Y | +44.9% | +9.9% | +35.0% | +38.1% |
| All | +44.9% | +12.2% | +32.7% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling