-24.8%
GIS vs ITOT
+17.8%
-42.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.1% |
| 7D | -6.4% | -0.9% | -5.5% | -6.6% |
| 30D | -6.1% | -1.5% | -4.7% | -6.5% |
| 3M | +7.8% | +3.6% | +4.3% | +9.2% |
| 6M | -8.8% | +13.7% | -22.5% | -5.5% |
| YTD | -19.1% | +12.9% | -32.1% | -16.4% |
| 1Y | -24.8% | +17.2% | -41.9% | -21.4% |
| All | -24.8% | +17.8% | -42.6% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling