+22.0%
GEN vs ITOT
+71.8%
-49.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.2% |
| 7D | -4.3% | -2.0% | -2.3% | -2.8% |
| 30D | +3.8% | -2.0% | +5.7% | +5.4% |
| 3M | +22.3% | +4.5% | +17.7% | +17.9% |
| 6M | +39.0% | +12.6% | +26.3% | +26.3% |
| YTD | +11.9% | +12.0% | -0.1% | +2.4% |
| 1Y | +4.5% | +17.3% | -12.7% | -7.9% |
| 3Y | +59.0% | +75.2% | -16.3% | +3.3% |
| 5Y | +22.0% | +74.0% | -52.0% | -20.6% |
| All | +22.0% | +71.8% | -49.8% | -20.6% |
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 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