+75.1%
ITOT vs GPC
+29.4%
+45.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.9% | -3.2% | +2.3% | -0.1% |
| 30D | -1.5% | +0.5% | -2.0% | -1.6% |
| 3M | +3.6% | +31.7% | -28.2% | -4.9% |
| 6M | +13.7% | +24.7% | -11.0% | +5.9% |
| YTD | +12.9% | +11.8% | +1.2% | +7.5% |
| 1Y | +17.2% | -3.0% | +20.2% | +16.7% |
| 3Y | +75.6% | -1.1% | +76.7% | +67.6% |
| All | +75.1% | +29.4% | +45.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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