+206.1%
GLD vs ITOT
+287.5%
-81.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -4.6% | +2.5% | -7.1% | -4.8% |
| 30D | -5.5% | -1.7% | -3.8% | -5.3% |
| 3M | -10.9% | -3.4% | -7.6% | -10.6% |
| 6M | -17.4% | +2.1% | -19.5% | -17.6% |
| YTD | -10.3% | +11.5% | -21.8% | -11.1% |
| 1Y | -7.2% | +13.6% | -20.8% | -8.1% |
| 3Y | +96.9% | +77.2% | +19.7% | +89.0% |
| 5Y | +103.8% | +64.4% | +39.4% | +95.2% |
| All | +206.1% | +287.5% | -81.4% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling