+305.2%
CG vs VTEB
+17.9%
+287.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -2.1% |
| 7D | -9.9% | -0.9% | -8.9% | -9.0% |
| 30D | -11.7% | -2.5% | -9.2% | -9.3% |
| 3M | -4.3% | -3.0% | -1.3% | -1.2% |
| 6M | -8.8% | -2.1% | -6.6% | -6.6% |
| YTD | -26.9% | -1.5% | -25.4% | -25.5% |
| 1Y | -35.4% | +0.2% | -35.6% | -35.3% |
| 3Y | +43.0% | +8.6% | +34.5% | +31.6% |
| 5Y | +1.9% | +1.2% | +0.7% | -1.5% |
| All | +305.2% | +17.9% | +287.3% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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