-54.8%
GTLB vs ITOT
+76.8%
-131.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -2.4% |
| 7D | -5.7% | -0.9% | -4.8% | -3.9% |
| 30D | +15.1% | -1.5% | +16.6% | +18.8% |
| 3M | +65.5% | +3.6% | +61.9% | +53.6% |
| 6M | +102.9% | +13.7% | +89.2% | +52.8% |
| YTD | +25.2% | +12.9% | +12.3% | -4.1% |
| 1Y | -5.5% | +17.2% | -22.7% | -33.6% |
| 3Y | -10.9% | +75.6% | -86.5% | -75.1% |
| All | -54.8% | +76.8% | -131.5% | -85.3% |
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 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