+503.6%
IBKR vs GFI
+524.1%
-20.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.2% |
| 7D | -1.3% | -4.9% | +3.5% | -1.1% |
| 30D | -0.2% | +10.7% | -11.0% | -0.7% |
| 3M | +3.0% | +25.6% | -22.7% | +1.8% |
| 6M | +33.9% | -8.3% | +42.1% | +33.4% |
| YTD | +42.5% | +6.3% | +36.2% | +42.1% |
| 1Y | +44.9% | +22.1% | +22.8% | +44.8% |
| 3Y | +293.0% | +289.2% | +3.8% | +305.9% |
| All | +503.6% | +524.1% | -20.5% | +514.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling