-57.4%
GNRC vs ITOT
+74.3%
-131.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.5% |
| 7D | -0.2% | -0.9% | +0.7% | +1.4% |
| 30D | -15.7% | -1.5% | -14.3% | -13.6% |
| 3M | -27.3% | +3.6% | -30.9% | -31.3% |
| 6M | -12.1% | +13.7% | -25.8% | -28.4% |
| YTD | +37.1% | +12.9% | +24.2% | +13.1% |
| 1Y | -0.5% | +17.2% | -17.6% | -22.3% |
| 3Y | +61.5% | +75.6% | -14.1% | -39.1% |
| All | -57.4% | +74.3% | -131.7% | -83.7% |
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