+219.4%
GLDM vs ITOT
+190.6%
+28.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +4.7% | -2.7% | +7.3% | +5.0% |
| 30D | -0.9% | -5.2% | +4.3% | -0.3% |
| 3M | -4.3% | -4.4% | +0.1% | -3.8% |
| 6M | -13.4% | +0.4% | -13.8% | -13.4% |
| YTD | -5.8% | +8.8% | -14.6% | -6.4% |
| 1Y | +2.1% | +11.0% | -9.0% | +1.3% |
| 3Y | +105.0% | +74.4% | +30.6% | +96.9% |
| 5Y | +122.5% | +60.0% | +62.5% | +113.5% |
| All | +219.4% | +190.6% | +28.8% | +195.9% |
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