+45.5%
CG vs ITOT
+74.3%
-28.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -1.2% |
| 7D | -9.8% | -2.0% | -7.8% | -6.5% |
| 30D | -10.3% | -2.0% | -8.3% | -7.0% |
| 3M | -1.7% | +4.5% | -6.2% | -8.7% |
| 6M | -9.8% | +12.6% | -22.5% | -26.7% |
| YTD | -25.6% | +12.0% | -37.6% | -38.5% |
| 1Y | -32.5% | +17.3% | -49.8% | -48.6% |
| All | +45.5% | +74.3% | -28.8% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling