+390.3%
GDDY vs ITOT
+322.2%
+68.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| YTD | -21.0% | +12.9% | -33.9% | -31.2% |
| 1Y | -34.0% | +17.2% | -51.2% | -44.9% |
| 3Y | +33.1% | +75.6% | -42.6% | -28.9% |
| 5Y | +30.3% | +75.5% | -45.2% | -30.1% |
| 10Y | +205.5% | +302.0% | -96.4% | -33.3% |
| All | +390.3% | +322.2% | +68.1% | +8.6% |
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