+147.5%
GE vs ITOT
+303.4%
-156.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.1% |
| 7D | -4.0% | -0.9% | -3.1% | -3.0% |
| 30D | -11.4% | -1.5% | -10.0% | -10.0% |
| 3M | -2.6% | +3.6% | -6.2% | -6.5% |
| 6M | -0.3% | +13.7% | -14.0% | -13.6% |
| YTD | +5.4% | +12.9% | -7.6% | -7.9% |
| 1Y | +15.5% | +17.2% | -1.6% | -3.1% |
| 3Y | +260.8% | +75.6% | +185.1% | +93.6% |
| 5Y | +421.6% | +75.5% | +346.2% | +179.6% |
| All | +147.5% | +303.4% | -156.0% | -42.5% |
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 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