-62.5%
CGEM vs VT
+81.4%
-143.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.6% |
| 7D | -28.7% | -0.1% | -28.6% | -28.6% |
| 30D | -27.7% | -3.1% | -24.6% | -24.3% |
| 3M | -38.6% | -3.5% | -35.1% | -34.9% |
| 6M | -22.8% | +0.5% | -23.3% | -22.6% |
| YTD | +8.5% | +10.8% | -2.3% | -5.6% |
| 1Y | +50.9% | +11.9% | +39.0% | +29.8% |
| 3Y | +23.5% | +73.0% | -49.4% | -41.8% |
| 5Y | -50.1% | +58.6% | -108.7% | -70.8% |
| All | -62.5% | +81.4% | -143.9% | -83.2% |
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