+1,221.1%
GME vs ITOT
+891.2%
+329.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -0.8% |
| 7D | +0.4% | +0.7% | -0.2% | -0.3% |
| 30D | -1.4% | -1.1% | -0.3% | -0.2% |
| 3M | -15.1% | +3.9% | -19.0% | -19.1% |
| 6M | -22.5% | +14.7% | -37.2% | -34.0% |
| YTD | -5.9% | +13.3% | -19.3% | -18.8% |
| 1Y | -18.6% | +19.1% | -37.8% | -33.6% |
| 3Y | +6.7% | +77.3% | -70.7% | -43.9% |
| 5Y | -62.0% | +74.1% | -136.1% | -78.2% |
| 10Y | +239.5% | +293.1% | -53.7% | -22.0% |
| All | +1,221.1% | +891.2% | +329.9% | +2.9% |
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 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