+290.5%
GME vs ITOT
+303.4%
-13.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.8% |
| 7D | +10.4% | -0.9% | +11.3% | +11.5% |
| 30D | +14.1% | -1.5% | +15.5% | +16.0% |
| 3M | -4.6% | +3.6% | -8.2% | -8.9% |
| 6M | -13.5% | +13.7% | -27.2% | -26.1% |
| YTD | +5.3% | +12.9% | -7.6% | -9.3% |
| 1Y | -14.9% | +17.2% | -32.1% | -29.8% |
| 3Y | +24.3% | +75.6% | -51.4% | -36.0% |
| 5Y | -55.6% | +75.5% | -131.1% | -76.0% |
| All | +290.5% | +303.4% | -13.0% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling