+46.2%
GFS vs ITOT
+17.8%
+28.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +0.3% |
| 7D | +3.8% | -0.9% | +4.8% | +6.0% |
| 30D | -11.7% | -1.5% | -10.3% | -8.7% |
| 3M | -41.8% | +3.6% | -45.3% | -45.6% |
| 6M | +6.6% | +13.7% | -7.1% | -15.6% |
| YTD | +34.6% | +12.9% | +21.7% | +7.2% |
| 1Y | +46.2% | +17.2% | +29.0% | +4.5% |
| All | +46.2% | +17.8% | +28.3% | +4.5% |
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