+429.8%
IBKR vs GTLB
-50.1%
+480.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.3% |
| 7D | -1.3% | -5.7% | +4.3% | -0.6% |
| 30D | -0.2% | +15.1% | -15.4% | -2.4% |
| 3M | +3.0% | +65.5% | -62.5% | -4.7% |
| 6M | +33.9% | +102.9% | -69.0% | +19.5% |
| YTD | +42.5% | +25.2% | +17.3% | +35.7% |
| 1Y | +44.9% | -5.5% | +50.4% | +43.0% |
| 3Y | +293.0% | -10.9% | +303.9% | +280.2% |
| All | +429.8% | -50.1% | +480.0% | +382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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