+77.2%
ITOT vs GGLL
+166.5%
-89.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +2.5% | +7.7% | -5.2% | +1.4% |
| 30D | -1.7% | -30.2% | +28.5% | +2.7% |
| 3M | -3.4% | -31.3% | +27.9% | +1.0% |
| 6M | +2.1% | -52.1% | +54.2% | +11.6% |
| YTD | +11.5% | -25.9% | +37.3% | +12.5% |
| 1Y | +13.6% | -8.5% | +22.1% | +10.4% |
| 3Y | +77.2% | +165.5% | -88.3% | +39.7% |
| All | +77.2% | +166.5% | -89.3% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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