-2.4%
GFS vs ITOT
+73.0%
-75.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +2.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | -8.6% | 0.0% | -8.6% | -8.4% |
| 3M | -46.5% | +2.0% | -48.5% | -47.6% |
| 6M | -4.8% | +13.0% | -17.9% | -21.0% |
| YTD | +29.7% | +14.0% | +15.7% | +6.2% |
| 1Y | +35.8% | +19.9% | +15.9% | +2.7% |
| 3Y | -18.3% | +75.8% | -94.1% | -66.2% |
| All | -2.4% | +73.0% | -75.4% | -52.7% |
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 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