+1,410.3%
IBKR vs GPC
+401.2%
+1,009.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.2% |
| 7D | +1.3% | -0.6% | +1.9% | +1.6% |
| 30D | -0.3% | +1.3% | -1.6% | -1.1% |
| 3M | +4.7% | +37.1% | -32.4% | -13.2% |
| 6M | +34.0% | +23.2% | +10.8% | +17.2% |
| YTD | +40.8% | +13.1% | +27.7% | +27.3% |
| 1Y | +45.7% | +0.9% | +44.9% | +39.7% |
| 3Y | +288.4% | -0.8% | +289.2% | +253.8% |
| 5Y | +487.2% | +31.1% | +456.0% | +340.4% |
| 10Y | +991.2% | +87.4% | +903.8% | +504.1% |
| All | +1,410.3% | +401.2% | +1,009.1% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling