+288.3%
IBKR vs GD
+72.5%
+215.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +1.3% | -3.1% | +4.4% | +2.6% |
| 30D | -0.3% | -10.9% | +10.6% | +4.3% |
| 3M | +4.7% | +2.5% | +2.2% | +3.2% |
| 6M | +34.0% | -1.7% | +35.7% | +34.6% |
| YTD | +40.8% | +6.1% | +34.7% | +36.7% |
| 1Y | +45.7% | +11.7% | +34.0% | +39.2% |
| All | +288.3% | +72.5% | +215.8% | +252.0% |
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