+422.4%
GE vs ITOT
+71.8%
+350.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | +0.3% |
| 7D | -2.8% | -2.0% | -0.8% | -0.6% |
| 30D | -11.9% | -2.0% | -10.0% | -10.1% |
| 3M | +1.8% | +4.5% | -2.7% | -3.0% |
| 6M | -0.6% | +12.6% | -13.2% | -12.3% |
| YTD | +5.5% | +12.0% | -6.5% | -6.2% |
| 1Y | +15.0% | +17.3% | -2.3% | -2.6% |
| 3Y | +269.5% | +75.2% | +194.3% | +109.8% |
| 5Y | +422.4% | +74.0% | +348.4% | +200.1% |
| All | +422.4% | +71.8% | +350.6% | +200.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling