+1,260.6%
IBKR vs GD
+601.7%
+658.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | +11.8% | +1.9% | +9.9% | +10.7% |
| 30D | -7.0% | +9.2% | -16.3% | -11.7% |
| 3M | -11.2% | -7.5% | -3.7% | -7.8% |
| 6M | -3.7% | +5.8% | -9.4% | -7.5% |
| YTD | +26.8% | +9.8% | +17.0% | +19.0% |
| 1Y | +12.3% | +5.8% | +6.6% | +7.7% |
| 3Y | +301.2% | +58.0% | +243.2% | +203.3% |
| 5Y | +355.1% | +100.4% | +254.7% | +194.9% |
| 10Y | +841.5% | +167.5% | +674.0% | +397.6% |
| All | +1,260.6% | +601.7% | +658.8% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling