+290.3%
CG vs VT
+215.5%
+74.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -1.0% |
| 7D | -1.2% | -2.3% | +1.1% | +2.5% |
| 30D | +5.0% | -5.0% | +10.0% | +13.4% |
| 3M | -18.2% | -4.9% | -13.3% | -11.8% |
| 6M | -20.7% | -1.5% | -19.2% | -18.9% |
| YTD | -31.4% | +8.5% | -39.9% | -39.4% |
| 1Y | -22.3% | +11.4% | -33.6% | -33.8% |
| 3Y | +50.2% | +70.1% | -19.9% | -28.6% |
| 5Y | -22.1% | +53.7% | -75.8% | -55.4% |
| All | +290.3% | +215.5% | +74.8% | +2.9% |
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