+50.2%
CG vs VO
+60.2%
-10.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.4% |
| 7D | -1.2% | -2.6% | +1.4% | +3.9% |
| 30D | +5.0% | -0.9% | +6.0% | +7.2% |
| 3M | -18.2% | -3.0% | -15.2% | -13.0% |
| 6M | -20.7% | +2.2% | -22.9% | -23.6% |
| YTD | -31.4% | +10.6% | -42.0% | -42.7% |
| 1Y | -22.3% | +12.5% | -34.8% | -37.1% |
| 3Y | +50.2% | +61.4% | -11.2% | -28.1% |
| All | +50.2% | +60.2% | -10.0% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling