+632.4%
GEV vs ITOT
+49.4%
+583.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.0% |
| 7D | +1.6% | -0.9% | +2.5% | +3.4% |
| 30D | -7.9% | -1.5% | -6.5% | -5.3% |
| 3M | +5.6% | +3.6% | +2.1% | -0.5% |
| 6M | +13.1% | +13.7% | -0.6% | -9.9% |
| YTD | +46.7% | +12.9% | +33.8% | +18.2% |
| 1Y | +51.3% | +17.2% | +34.1% | +15.0% |
| All | +632.4% | +49.4% | +583.1% | +285.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling