+73.9%
IBKR vs GLXY
+7.0%
+66.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.3% | +0.7% |
| 7D | +1.3% | +4.5% | -3.2% | +0.2% |
| 30D | -0.3% | +28.8% | -29.2% | -5.8% |
| 3M | +4.7% | -23.0% | +27.7% | +8.6% |
| 6M | +34.0% | +17.0% | +17.0% | +25.8% |
| YTD | +40.8% | +12.5% | +28.3% | +30.2% |
| 1Y | +45.7% | -5.4% | +51.1% | +40.5% |
| All | +73.9% | +7.0% | +66.9% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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