-2.7%
GFS vs ITOT
+72.0%
-74.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.7% |
| 7D | +2.6% | +0.7% | +2.0% | +1.5% |
| 30D | -16.4% | -1.1% | -15.3% | -14.7% |
| 3M | -41.6% | +3.9% | -45.5% | -44.8% |
| 6M | -3.7% | +14.7% | -18.4% | -21.9% |
| YTD | +29.3% | +13.3% | +16.0% | +7.0% |
| 1Y | +37.1% | +19.1% | +18.0% | +4.8% |
| 3Y | -22.1% | +77.3% | -99.5% | -68.2% |
| All | -2.7% | +72.0% | -74.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling