+1,157.7%
GD vs ITOT
+851.4%
+306.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -5.0% | -2.7% | -2.3% | -3.0% |
| 30D | +8.9% | -5.2% | +14.1% | +13.3% |
| 3M | -8.0% | -4.4% | -3.7% | -5.0% |
| 6M | +2.9% | +0.4% | +2.5% | +1.9% |
| YTD | +7.1% | +8.8% | -1.7% | -0.8% |
| 1Y | +5.9% | +11.0% | -5.1% | -3.4% |
| 3Y | +53.9% | +74.4% | -20.6% | -4.4% |
| 5Y | +95.4% | +60.0% | +35.4% | +27.7% |
| 10Y | +193.5% | +296.0% | -102.5% | -11.7% |
| All | +1,157.7% | +851.4% | +306.3% | +83.2% |
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