-10.9%
GTLB vs ITOT
+75.8%
-86.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.9% |
| 7D | -5.7% | -0.9% | -4.8% | -4.4% |
| 30D | +15.1% | -1.5% | +16.6% | +17.9% |
| 3M | +65.5% | +3.6% | +61.9% | +56.6% |
| 6M | +102.9% | +13.7% | +89.2% | +63.8% |
| YTD | +25.2% | +12.9% | +12.3% | +2.5% |
| 1Y | -5.5% | +17.2% | -22.7% | -27.6% |
| 3Y | -10.9% | +75.6% | -86.5% | -68.0% |
| All | -10.9% | +75.8% | -86.7% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling