+277.2%
CG vs VIG
+472.1%
-194.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -1.5% | +3.1% | -4.6% | -5.7% |
| 30D | +5.7% | +5.0% | +0.6% | -1.2% |
| 3M | -17.9% | +2.7% | -20.6% | -20.5% |
| 6M | -20.2% | +11.0% | -31.2% | -30.8% |
| YTD | -32.0% | +16.0% | -48.0% | -44.3% |
| 1Y | -27.0% | +16.3% | -43.3% | -40.4% |
| 3Y | +42.8% | +66.8% | -24.1% | -26.1% |
| 5Y | -23.4% | +64.8% | -88.2% | -58.0% |
| 10Y | +278.2% | +263.6% | +14.6% | -17.0% |
| All | +277.2% | +472.1% | -194.8% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling