+170.6%
GD vs ITOT
+293.8%
-123.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.0% |
| 7D | +0.6% | -0.8% | +1.4% | +1.1% |
| 30D | +9.5% | -2.0% | +11.5% | +10.9% |
| 3M | -5.8% | -1.5% | -4.3% | -5.0% |
| 6M | +7.7% | +3.3% | +4.4% | +4.6% |
| YTD | +11.1% | +12.5% | -1.4% | +1.0% |
| 1Y | +6.1% | +12.6% | -6.5% | -3.6% |
| 3Y | +59.8% | +78.6% | -18.8% | +0.3% |
| 5Y | +104.6% | +67.0% | +37.6% | +33.6% |
| 10Y | +170.6% | +292.0% | -121.4% | -11.8% |
| All | +170.6% | +293.8% | -123.3% | -11.8% |
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 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