+478.1%
GLW vs ITOT
+75.4%
+402.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.3% |
| 7D | +16.9% | -0.4% | +17.2% | +17.4% |
| 30D | +7.0% | -1.6% | +8.6% | +9.4% |
| 3M | -3.0% | +3.5% | -6.5% | -6.6% |
| 6M | +31.0% | +13.1% | +17.9% | +14.0% |
| YTD | +93.4% | +12.7% | +80.7% | +69.9% |
| 1Y | +134.7% | +18.3% | +116.4% | +96.7% |
| All | +478.1% | +75.4% | +402.6% | +238.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling