-16.7%
CGABL vs VT
+74.1%
-90.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.7% |
| 7D | +1.2% | +0.4% | +0.9% | +1.1% |
| 30D | -3.0% | -2.6% | -0.4% | -1.9% |
| 3M | -6.5% | -3.2% | -3.3% | -5.2% |
| 6M | -11.0% | +0.9% | -12.0% | -11.6% |
| YTD | -7.8% | +11.3% | -19.1% | -12.5% |
| 1Y | -11.3% | +14.0% | -25.3% | -16.8% |
| 3Y | +2.4% | +75.8% | -73.5% | -23.8% |
| 5Y | -20.7% | +57.8% | -78.5% | -40.7% |
| All | -16.7% | +74.1% | -90.9% | -38.3% |
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