+12.4%
GD vs ITOT
+19.2%
-6.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -3.5% | +0.7% | -4.1% | -3.8% |
| 30D | -9.0% | -1.1% | -7.9% | -8.6% |
| 3M | +5.1% | +3.9% | +1.2% | +3.0% |
| 6M | -1.0% | +14.7% | -15.8% | -8.8% |
| YTD | +7.3% | +13.3% | -6.0% | -0.3% |
| 1Y | +12.4% | +19.1% | -6.7% | +0.5% |
| All | +12.4% | +19.2% | -6.7% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling