+44.9%
IBKR vs GFI
+29.3%
+15.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -1.3% | -2.7% | +1.3% | -0.7% |
| 30D | -0.2% | +13.2% | -13.5% | -2.9% |
| 3M | +3.0% | +28.5% | -25.5% | -3.2% |
| 6M | +33.9% | -6.2% | +40.0% | +33.3% |
| YTD | +42.5% | +8.7% | +33.8% | +37.2% |
| 1Y | +44.9% | +24.8% | +20.0% | +38.3% |
| All | +44.9% | +29.3% | +15.6% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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