+405.5%
GH vs ITOT
+182.0%
+223.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.9% |
| 7D | -0.2% | -0.4% | +0.2% | +0.3% |
| 30D | -2.6% | -1.6% | -1.1% | -0.6% |
| 3M | +25.1% | +3.5% | +21.6% | +18.7% |
| 6M | +78.5% | +13.1% | +65.4% | +50.5% |
| YTD | +59.4% | +12.7% | +46.6% | +35.3% |
| 1Y | +173.9% | +18.3% | +155.6% | +115.7% |
| 3Y | +382.7% | +76.4% | +306.4% | +121.2% |
| 5Y | +24.4% | +73.8% | -49.4% | -38.3% |
| All | +405.5% | +182.0% | +223.6% | +49.6% |
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 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