+816.6%
GLD vs ITOT
+849.7%
-33.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | +2.0% | -3.0% | -1.2% |
| 6M | -13.8% | +13.0% | -26.8% | -14.5% |
| YTD | +2.6% | +14.0% | -11.3% | +1.8% |
| 1Y | +24.5% | +19.9% | +4.6% | +23.1% |
| 3Y | +125.8% | +75.8% | +50.0% | +118.2% |
| 5Y | +137.8% | +73.8% | +63.9% | +129.2% |
| 10Y | +221.4% | +295.9% | -74.5% | +196.8% |
| All | +816.6% | +849.7% | -33.2% | +656.7% |
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