+6.8%
GAP vs ITOT
+71.8%
-65.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.2% |
| 7D | -6.3% | -2.0% | -4.3% | -3.4% |
| 30D | -0.2% | -2.0% | +1.7% | +2.7% |
| 3M | 0.0% | +4.5% | -4.5% | -6.7% |
| 6M | -8.1% | +12.6% | -20.8% | -23.7% |
| YTD | -16.5% | +12.0% | -28.5% | -29.7% |
| 1Y | -10.5% | +17.3% | -27.7% | -29.5% |
| 3Y | +104.0% | +75.2% | +28.7% | -10.4% |
| 5Y | +6.8% | +74.0% | -67.3% | -50.8% |
| All | +6.8% | +71.8% | -65.1% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling