-25.7%
GIS vs ITOT
+74.3%
-100.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -6.4% | -0.9% | -5.5% | -6.3% |
| 30D | -6.1% | -1.5% | -4.7% | -6.0% |
| 3M | +7.8% | +3.6% | +4.3% | +7.6% |
| 6M | -8.8% | +13.7% | -22.5% | -9.8% |
| YTD | -19.1% | +12.9% | -32.1% | -20.0% |
| 1Y | -24.8% | +17.2% | -41.9% | -25.9% |
| 3Y | -37.6% | +75.6% | -113.2% | -42.4% |
| All | -25.7% | +74.3% | -100.0% | -32.8% |
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