-62.2%
CGEM vs VT
+77.7%
-139.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.4% |
| 7D | -24.8% | -2.3% | -22.4% | -22.3% |
| 30D | -27.6% | -5.0% | -22.7% | -22.1% |
| 3M | -37.0% | -4.9% | -32.1% | -31.9% |
| 6M | -24.5% | -1.5% | -23.0% | -22.2% |
| YTD | +9.3% | +8.5% | +0.8% | -2.1% |
| 1Y | +53.9% | +11.4% | +42.5% | +33.1% |
| 3Y | +15.4% | +70.1% | -54.7% | -44.4% |
| 5Y | -51.1% | +53.7% | -104.9% | -70.0% |
| All | -62.2% | +77.7% | -139.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling