+431.6%
IBKR vs GFS
0.0%
+431.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.7% |
| 7D | -1.3% | +3.8% | -5.2% | -2.2% |
| 30D | -0.2% | -11.7% | +11.5% | +2.6% |
| 3M | +3.0% | -41.8% | +44.7% | +15.4% |
| 6M | +33.9% | +6.6% | +27.2% | +28.1% |
| YTD | +42.5% | +34.6% | +7.9% | +27.6% |
| 1Y | +44.9% | +46.2% | -1.3% | +27.0% |
| 3Y | +293.0% | -20.3% | +313.3% | +277.5% |
| All | +431.6% | 0.0% | +431.6% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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