+238.7%
GIS vs ITOT
+885.8%
-647.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -8.6% | -0.4% | -8.2% | -8.5% |
| 30D | -0.5% | -1.6% | +1.1% | +0.1% |
| 3M | +11.9% | +3.5% | +8.4% | +10.4% |
| 6M | -11.6% | +13.1% | -24.7% | -15.7% |
| YTD | -16.3% | +12.7% | -29.0% | -20.2% |
| 1Y | -21.8% | +18.3% | -40.1% | -26.9% |
| 3Y | -35.7% | +76.4% | -112.0% | -49.2% |
| 5Y | -22.9% | +73.8% | -96.6% | -39.6% |
| 10Y | -16.8% | +301.2% | -318.0% | -56.0% |
| All | +238.7% | +885.8% | -647.1% | +19.6% |
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