-54.5%
GTLB vs ITOT
+75.3%
-129.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +3.4% |
| 7D | -4.1% | -2.0% | -2.0% | 0.0% |
| 30D | +12.3% | -2.0% | +14.3% | +17.1% |
| 3M | +65.9% | +4.5% | +61.4% | +50.9% |
| 6M | +104.0% | +12.6% | +91.3% | +56.6% |
| YTD | +26.0% | +12.0% | +14.0% | -1.8% |
| 1Y | -3.5% | +17.3% | -20.7% | -32.4% |
| 3Y | -9.6% | +75.2% | -84.9% | -74.7% |
| All | -54.5% | +75.3% | -129.8% | -85.0% |
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 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