+274.8%
CG vs VO
+197.6%
+77.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.2% | +3.1% | -2.9% | -4.0% |
| 30D | +11.2% | +2.2% | +9.0% | +8.2% |
| 3M | -22.1% | -2.5% | -19.6% | -18.9% |
| 6M | -17.9% | +7.0% | -24.9% | -24.9% |
| YTD | -31.3% | +14.0% | -45.3% | -42.1% |
| 1Y | -24.0% | +15.6% | -39.6% | -37.1% |
| 3Y | +45.0% | +66.2% | -21.2% | -22.5% |
| 5Y | -22.6% | +36.6% | -59.3% | -44.8% |
| All | +274.8% | +197.6% | +77.2% | +19.6% |
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