+1,170.5%
GD vs ITOT
+896.7%
+273.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.5% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -6.4% | 0.0% | -6.4% | -6.5% |
| 3M | +5.7% | +2.0% | +3.8% | +3.8% |
| 6M | -0.9% | +13.0% | -14.0% | -10.6% |
| YTD | +8.2% | +14.0% | -5.8% | -3.1% |
| 1Y | +13.4% | +19.9% | -6.5% | -2.5% |
| 3Y | +68.5% | +75.8% | -7.3% | +4.4% |
| 5Y | +97.2% | +73.8% | +23.3% | +20.6% |
| 10Y | +190.2% | +295.9% | -105.7% | -12.2% |
| All | +1,170.5% | +896.7% | +273.8% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling