+1,428.5%
IBKR vs GFI
+324.9%
+1,103.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +34.0% |
| YTD | +42.5% | +6.3% | +36.2% | +41.7% |
| 1Y | +44.9% | +22.1% | +22.8% | +43.3% |
| 3Y | +293.0% | +289.2% | +3.8% | +270.9% |
| 5Y | +497.7% | +531.7% | -34.0% | +445.3% |
| 10Y | +1,004.4% | +1,043.8% | -39.4% | +853.3% |
| All | +1,428.5% | +324.9% | +1,103.6% | +1,085.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling