+271.0%
CG vs VIG
+262.6%
+8.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -1.5% | +3.1% | -4.6% | -5.9% |
| 30D | +5.7% | +5.0% | +0.6% | -1.5% |
| 3M | -17.9% | +2.7% | -20.6% | -20.7% |
| 6M | -20.2% | +11.0% | -31.2% | -31.3% |
| YTD | -32.0% | +16.0% | -48.0% | -44.9% |
| 1Y | -27.0% | +16.3% | -43.3% | -40.9% |
| 3Y | +42.8% | +66.8% | -24.1% | -28.1% |
| 5Y | -23.4% | +64.8% | -88.2% | -59.3% |
| All | +271.0% | +262.6% | +8.4% | -15.3% |
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