+177.4%
GD vs ITOT
+298.5%
-121.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +0.5% |
| 7D | -3.0% | +0.2% | -3.3% | -3.3% |
| 30D | +9.3% | -3.0% | +12.3% | +11.6% |
| 3M | -7.2% | -2.7% | -4.5% | -5.6% |
| 6M | +5.5% | +2.6% | +2.8% | +2.9% |
| YTD | +9.5% | +11.5% | -2.0% | +0.2% |
| 1Y | +6.4% | +13.5% | -7.1% | -3.9% |
| 3Y | +59.8% | +79.7% | -19.9% | -0.2% |
| 5Y | +98.0% | +64.2% | +33.8% | +31.1% |
| 10Y | +177.4% | +290.2% | -112.8% | -8.3% |
| All | +177.4% | +298.5% | -121.1% | -8.3% |
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 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