+123.2%
GLW vs ITOT
+20.8%
+102.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +6.6% |
| 7D | +3.8% | +0.1% | +3.7% | +3.4% |
| 30D | -1.3% | 0.0% | -1.4% | -1.5% |
| 3M | -21.8% | +2.0% | -23.8% | -24.7% |
| 6M | +6.9% | +13.0% | -6.1% | -17.9% |
| YTD | +77.2% | +14.0% | +63.2% | +34.2% |
| 1Y | +123.2% | +19.9% | +103.3% | +61.4% |
| All | +123.2% | +20.8% | +102.4% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling