+606.9%
GEV vs ITOT
+48.1%
+558.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -1.6% |
| 7D | -1.9% | -2.0% | +0.1% | +1.9% |
| 30D | -8.7% | -2.0% | -6.7% | -5.2% |
| 3M | +6.6% | +4.5% | +2.1% | -1.3% |
| 6M | +10.2% | +12.6% | -2.4% | -10.7% |
| YTD | +41.6% | +12.0% | +29.6% | +15.9% |
| 1Y | +43.9% | +17.3% | +26.6% | +9.2% |
| All | +606.9% | +48.1% | +558.8% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling