+34.1%
GEN vs ITOT
+63.9%
-29.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | +2.0% | +2.5% | -0.4% | +0.1% |
| 30D | +27.7% | -1.7% | +29.4% | +29.1% |
| 3M | +3.3% | -3.4% | +6.6% | +5.8% |
| 6M | +31.8% | +2.1% | +29.7% | +29.1% |
| YTD | +13.5% | +11.5% | +2.0% | +3.9% |
| 1Y | +16.0% | +13.6% | +2.4% | +4.6% |
| 3Y | +70.6% | +77.2% | -6.6% | +9.9% |
| All | +34.1% | +63.9% | -29.8% | -8.4% |
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