+52.4%
GEV vs ITOT
+14.7%
+37.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -12.3% |
| 7D | -5.1% | -0.7% | -4.5% | -4.0% |
| 30D | -15.8% | -1.1% | -14.7% | -13.7% |
| 3M | -18.2% | -0.8% | -17.4% | -16.5% |
| 6M | -22.4% | +7.0% | -29.3% | -31.8% |
| YTD | +27.7% | +13.3% | +14.4% | -1.0% |
| 1Y | +52.4% | +14.8% | +37.5% | +15.6% |
| All | +52.4% | +14.7% | +37.7% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling