+289.2%
GFI vs ITOT
+75.8%
+213.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.9% |
| 7D | -4.9% | -0.9% | -3.9% | -4.2% |
| 30D | +10.7% | -1.5% | +12.2% | +12.0% |
| 3M | +25.6% | +3.6% | +22.1% | +22.8% |
| 6M | -8.3% | +13.7% | -22.0% | -14.7% |
| YTD | +6.3% | +12.9% | -6.6% | -0.7% |
| 1Y | +22.1% | +17.2% | +4.9% | +12.6% |
| 3Y | +289.2% | +75.6% | +213.6% | +178.7% |
| All | +289.2% | +75.8% | +213.4% | +178.7% |
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