+990.2%
IBKR vs GPN
+28.5%
+961.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | -4.3% | +3.0% | +0.3% |
| 30D | -0.2% | 0.0% | -0.2% | -0.5% |
| 3M | +3.0% | +35.8% | -32.9% | -9.8% |
| 6M | +33.9% | +22.0% | +11.9% | +21.7% |
| YTD | +42.5% | +15.2% | +27.3% | +31.3% |
| 1Y | +44.9% | +3.5% | +41.4% | +38.8% |
| 3Y | +293.0% | -26.9% | +319.9% | +319.1% |
| 5Y | +497.7% | -44.2% | +541.9% | +593.5% |
| All | +990.2% | +28.5% | +961.7% | +845.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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