+587.9%
IBKR vs GH
+467.1%
+120.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -1.3% | -2.5% | +1.1% | -1.0% |
| 30D | -0.2% | -4.7% | +4.5% | +0.4% |
| 3M | +3.0% | +20.2% | -17.3% | 0.0% |
| 6M | +33.9% | +78.8% | -44.9% | +22.3% |
| YTD | +42.5% | +54.1% | -11.6% | +32.8% |
| 1Y | +44.9% | +177.1% | -132.2% | +23.9% |
| 3Y | +293.0% | +371.6% | -78.6% | +201.6% |
| 5Y | +497.7% | +21.9% | +475.7% | +409.7% |
| All | +587.9% | +467.1% | +120.7% | +369.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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