-58.4%
GME vs ITOT
+74.3%
-132.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.5% |
| 7D | +10.4% | -0.9% | +11.3% | +11.9% |
| 30D | +14.1% | -1.5% | +15.5% | +16.5% |
| 3M | -4.6% | +3.6% | -8.2% | -10.3% |
| 6M | -13.5% | +13.7% | -27.2% | -30.1% |
| YTD | +5.3% | +12.9% | -7.6% | -14.1% |
| 1Y | -14.9% | +17.2% | -32.1% | -34.7% |
| 3Y | +24.3% | +75.6% | -51.4% | -54.2% |
| All | -58.4% | +74.3% | -132.7% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling