+2,447.9%
GILD vs ITOT
+887.7%
+1,560.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -4.8% | -0.9% | -3.9% | -4.2% |
| 30D | +5.8% | -1.5% | +7.2% | +6.8% |
| 3M | +14.9% | +3.6% | +11.4% | +11.9% |
| 6M | -0.4% | +13.7% | -14.0% | -9.1% |
| YTD | +18.5% | +12.9% | +5.6% | +8.5% |
| 1Y | +25.1% | +17.2% | +7.9% | +11.4% |
| 3Y | +105.9% | +75.6% | +30.3% | +34.9% |
| 5Y | +143.0% | +75.5% | +67.5% | +55.7% |
| 10Y | +162.4% | +302.0% | -139.6% | -16.3% |
| All | +2,447.9% | +887.7% | +1,560.3% | +254.6% |
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