-60.8%
CGEM vs VT
+82.3%
-143.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | 0.0% |
| 7D | -21.4% | +0.4% | -21.8% | -21.9% |
| 30D | -24.5% | -2.6% | -21.9% | -21.5% |
| 3M | -33.8% | -3.2% | -30.6% | -30.2% |
| 6M | -19.4% | +0.9% | -20.3% | -19.7% |
| YTD | +13.3% | +11.3% | +2.0% | -2.1% |
| 1Y | +63.1% | +14.0% | +49.1% | +36.6% |
| 3Y | +22.3% | +75.8% | -53.5% | -43.8% |
| 5Y | -47.9% | +57.8% | -105.7% | -69.2% |
| All | -60.8% | +82.3% | -143.1% | -82.6% |
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