+238.0%
GM vs ITOT
+712.7%
-474.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.6% |
| 7D | -2.4% | -0.9% | -1.5% | -1.4% |
| 30D | -1.1% | -1.5% | +0.3% | +0.6% |
| 3M | +6.1% | +3.6% | +2.6% | +1.6% |
| 6M | +15.0% | +13.7% | +1.3% | -1.6% |
| YTD | +6.0% | +12.9% | -6.9% | -8.5% |
| 1Y | +47.1% | +17.2% | +29.9% | +21.1% |
| 3Y | +170.5% | +75.6% | +94.9% | +33.4% |
| 5Y | +80.5% | +75.5% | +5.0% | -9.1% |
| 10Y | +238.7% | +302.0% | -63.3% | -37.0% |
| All | +238.0% | +712.7% | -474.7% | -72.5% |
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