+305.2%
CG vs VYM
+209.2%
+96.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.7% |
| 7D | -9.9% | -0.8% | -9.1% | -8.8% |
| 30D | -11.7% | -2.2% | -9.4% | -8.6% |
| 3M | -4.3% | +3.1% | -7.3% | -8.1% |
| 6M | -8.8% | +9.7% | -18.5% | -19.8% |
| YTD | -26.9% | +14.9% | -41.8% | -39.6% |
| 1Y | -35.4% | +17.6% | -53.0% | -48.1% |
| 3Y | +43.0% | +65.3% | -22.3% | -24.2% |
| 5Y | +1.9% | +78.7% | -76.8% | -48.8% |
| All | +305.2% | +209.2% | +96.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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