-21.8%
GFS vs ITOT
+76.9%
-98.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +1.0% |
| 7D | -5.3% | -0.5% | -4.8% | -4.2% |
| 30D | -15.8% | -3.4% | -12.4% | -9.7% |
| 3M | -18.6% | -3.1% | -15.6% | -13.1% |
| 6M | -45.0% | +2.2% | -47.2% | -45.9% |
| YTD | +16.8% | +11.0% | +5.8% | -0.3% |
| 1Y | +17.8% | +11.4% | +6.4% | +0.1% |
| All | -21.8% | +76.9% | -98.7% | -75.6% |
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 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