-65.9%
CGEM vs VT
+82.4%
-148.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.6% | -9.6% | -9.4% |
| 7D | -5.6% | +2.9% | -8.5% | -9.2% |
| 30D | -27.7% | -2.5% | -25.2% | -24.9% |
| 3M | -48.0% | -3.3% | -44.7% | -45.0% |
| 6M | -36.9% | +1.5% | -38.4% | -37.5% |
| YTD | -1.5% | +11.4% | -12.9% | -14.9% |
| 1Y | +22.0% | +11.9% | +10.1% | +4.9% |
| 3Y | +12.1% | +73.9% | -61.8% | -47.5% |
| 5Y | -51.9% | +57.9% | -109.8% | -71.5% |
| All | -65.9% | +82.4% | -148.3% | -84.9% |
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