+261.5%
CG vs VTEB
+25.1%
+236.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -1.7% |
| 7D | -9.8% | -1.2% | -8.6% | -8.7% |
| 30D | -10.3% | -2.9% | -7.4% | -7.8% |
| 3M | -1.7% | -3.2% | +1.5% | +1.3% |
| 6M | -9.8% | -2.6% | -7.2% | -7.5% |
| YTD | -25.6% | -1.8% | -23.8% | -24.2% |
| 1Y | -32.5% | +0.2% | -32.7% | -32.4% |
| 3Y | +45.6% | +8.2% | +37.4% | +35.8% |
| 5Y | +3.7% | +0.8% | +2.8% | +0.5% |
| 10Y | +321.1% | +17.7% | +303.4% | +386.1% |
| All | +261.5% | +25.1% | +236.4% | +400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling