+700.9%
GLD vs ITOT
+829.1%
-128.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 6M | -17.4% | +2.1% | -19.5% | -17.5% |
| YTD | -10.3% | +11.5% | -21.8% | -10.9% |
| 1Y | -7.2% | +13.6% | -20.8% | -7.9% |
| 3Y | +96.9% | +77.2% | +19.7% | +90.3% |
| 5Y | +103.8% | +64.4% | +39.4% | +97.0% |
| 10Y | +203.5% | +288.6% | -85.1% | +180.7% |
| All | +700.9% | +829.1% | -128.2% | +562.4% |
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 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