+27.9%
GAP vs ITOT
+303.4%
-275.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +1.6% |
| 7D | -4.1% | -0.9% | -3.2% | -2.7% |
| 30D | +6.2% | -1.5% | +7.7% | +8.5% |
| 3M | -0.7% | +3.6% | -4.3% | -6.0% |
| 6M | -7.1% | +13.7% | -20.8% | -23.8% |
| YTD | -14.1% | +12.9% | -27.0% | -28.5% |
| 1Y | -8.5% | +17.2% | -25.7% | -27.7% |
| 3Y | +115.4% | +75.6% | +39.7% | -4.6% |
| 5Y | +9.8% | +75.5% | -65.7% | -49.6% |
| All | +27.9% | +303.4% | -275.6% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling