+469.3%
IBKR vs GGLL
+328.7%
+140.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.1% |
| 7D | -3.3% | -4.8% | +1.5% | -2.4% |
| 30D | +4.5% | -13.7% | +18.2% | +7.1% |
| 3M | +6.5% | -21.9% | +28.3% | +10.2% |
| 6M | +34.2% | +11.7% | +22.5% | +28.8% |
| YTD | +44.5% | +2.3% | +42.2% | +40.3% |
| 1Y | +44.7% | +76.2% | -31.5% | +26.6% |
| 3Y | +306.7% | +245.0% | +61.7% | +209.2% |
| All | +469.3% | +328.7% | +140.6% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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