+304.9%
IBKR vs GD
+58.0%
+246.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | +11.8% | +1.9% | +9.9% | +10.9% |
| 30D | -7.0% | +9.2% | -16.3% | -10.7% |
| 3M | -11.2% | -7.5% | -3.7% | -8.3% |
| 6M | -3.7% | +5.8% | -9.4% | -6.8% |
| YTD | +26.8% | +9.8% | +17.0% | +20.6% |
| 1Y | +12.3% | +5.8% | +6.6% | +8.8% |
| All | +304.9% | +58.0% | +246.9% | +236.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling