+1,379.5%
GS vs ITOT
+896.7%
+482.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -1.6% | 0.0% | -1.6% | -1.5% |
| 3M | -4.5% | +2.0% | -6.4% | -6.6% |
| 6M | +20.9% | +13.0% | +7.8% | +3.3% |
| YTD | +19.9% | +14.0% | +5.9% | +1.6% |
| 1Y | +41.4% | +19.9% | +21.5% | +12.1% |
| 3Y | +239.2% | +75.8% | +163.3% | +63.5% |
| 5Y | +185.0% | +73.8% | +111.2% | +36.7% |
| 10Y | +655.0% | +295.9% | +359.1% | +15.4% |
| All | +1,379.5% | +896.7% | +482.8% | -27.6% |
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