+331.2%
CG vs VO
+193.0%
+138.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -2.8% |
| 7D | -6.4% | -0.6% | -5.8% | -5.6% |
| 30D | -7.1% | -1.9% | -5.1% | -4.3% |
| 3M | -1.6% | +3.3% | -4.8% | -5.6% |
| 6M | -8.3% | +9.7% | -18.0% | -19.2% |
| YTD | -23.8% | +12.6% | -36.4% | -34.8% |
| 1Y | -28.7% | +13.6% | -42.4% | -39.6% |
| 3Y | +49.2% | +56.8% | -7.7% | -13.9% |
| 5Y | +5.5% | +42.3% | -36.8% | -28.0% |
| 10Y | +331.2% | +199.2% | +132.1% | +34.2% |
| All | +331.2% | +193.0% | +138.3% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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