+312.1%
CG vs VIG
+247.5%
+64.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.7% |
| 7D | -9.8% | -2.2% | -7.6% | -6.6% |
| 30D | -10.3% | -3.2% | -7.1% | -5.6% |
| 3M | -1.7% | +3.0% | -4.7% | -5.6% |
| 6M | -9.8% | +8.1% | -17.9% | -19.4% |
| YTD | -25.6% | +9.1% | -34.7% | -34.0% |
| 1Y | -32.5% | +12.6% | -45.1% | -42.7% |
| 3Y | +45.6% | +55.4% | -9.7% | -18.5% |
| 5Y | +3.7% | +62.8% | -59.1% | -43.1% |
| All | +312.1% | +247.5% | +64.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling