+990.2%
IBKR vs GPC
+86.4%
+903.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -1.3% | -3.2% | +1.8% | -0.1% |
| 30D | -0.2% | +0.5% | -0.8% | -0.5% |
| 3M | +3.0% | +31.7% | -28.8% | -9.8% |
| 6M | +33.9% | +24.7% | +9.1% | +19.8% |
| YTD | +42.5% | +11.8% | +30.7% | +32.4% |
| 1Y | +44.9% | -3.0% | +47.8% | +43.0% |
| 3Y | +293.0% | -1.1% | +294.1% | +266.4% |
| 5Y | +497.7% | +30.5% | +467.2% | +370.0% |
| All | +990.2% | +86.4% | +903.8% | +560.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling