+200.1%
GDDY vs ITOT
+303.4%
-103.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +0.9% |
| 7D | -3.2% | -0.9% | -2.3% | -2.3% |
| 30D | +6.8% | -1.5% | +8.3% | +8.4% |
| 3M | +30.5% | +3.6% | +26.9% | +25.4% |
| 6M | +13.3% | +13.7% | -0.4% | -1.9% |
| YTD | -21.0% | +12.9% | -33.9% | -31.3% |
| 1Y | -34.0% | +17.2% | -51.2% | -44.9% |
| 3Y | +33.1% | +75.6% | -42.6% | -29.5% |
| 5Y | +30.3% | +75.5% | -45.2% | -30.7% |
| All | +200.1% | +303.4% | -103.4% | -43.0% |
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