+340.4%
CG vs VYM
+420.7%
-80.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.6% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -3.2% | -1.3% | -1.9% | -1.3% |
| 3M | +6.2% | +4.1% | +2.2% | +0.8% |
| 6M | -4.7% | +9.8% | -14.5% | -16.0% |
| YTD | -20.6% | +15.3% | -35.9% | -34.4% |
| 1Y | -26.4% | +20.0% | -46.4% | -42.2% |
| 3Y | +55.4% | +66.2% | -10.9% | -17.3% |
| 5Y | +9.8% | +77.5% | -67.7% | -43.7% |
| 10Y | +341.4% | +201.7% | +139.6% | +21.7% |
| All | +340.4% | +420.7% | -80.3% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling