+696.2%
GPN vs ITOT
+879.4%
-183.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.4% |
| 7D | -3.5% | -2.0% | -1.5% | -1.4% |
| 30D | +3.1% | -2.0% | +5.1% | +5.3% |
| 3M | +42.3% | +4.5% | +37.7% | +35.8% |
| 6M | +20.9% | +12.6% | +8.2% | +6.9% |
| YTD | +15.2% | +12.0% | +3.2% | +2.7% |
| 1Y | +5.4% | +17.3% | -11.8% | -10.4% |
| 3Y | -27.4% | +75.2% | -102.6% | -58.7% |
| 5Y | -44.2% | +74.0% | -118.2% | -67.7% |
| 10Y | +27.4% | +298.6% | -271.3% | -64.7% |
| All | +696.2% | +879.4% | -183.2% | +3.5% |
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