+437.1%
GS vs ITOT
+289.0%
+148.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | +5.1% | +3.3% | +1.9% | +1.2% |
| 30D | +2.4% | -2.5% | +4.9% | +5.8% |
| 3M | -11.5% | -2.3% | -9.2% | -8.6% |
| 6M | -2.5% | +3.0% | -5.6% | -5.2% |
| YTD | +5.5% | +11.9% | -6.5% | -6.7% |
| 1Y | +11.0% | +12.0% | -1.0% | -1.8% |
| 3Y | +200.1% | +77.8% | +122.3% | +57.1% |
| 5Y | +154.7% | +65.0% | +89.7% | +45.2% |
| All | +437.1% | +289.0% | +148.1% | +0.3% |
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