+305.9%
CG vs VT
+217.6%
+88.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.7% |
| 7D | +2.0% | -0.1% | +2.1% | +2.5% |
| 30D | +8.5% | -3.1% | +11.6% | +13.9% |
| 3M | -12.1% | -3.5% | -8.6% | -7.1% |
| 6M | -16.4% | +0.5% | -16.9% | -17.0% |
| YTD | -28.0% | +10.8% | -38.7% | -38.2% |
| 1Y | -18.9% | +11.9% | -30.8% | -31.4% |
| 3Y | +51.2% | +73.0% | -21.7% | -29.8% |
| 5Y | -15.9% | +58.6% | -74.5% | -54.0% |
| 10Y | +305.9% | +219.2% | +86.7% | +1.1% |
| All | +305.9% | +217.6% | +88.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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