+63.4%
CGGO vs VT
+79.1%
-15.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +0.8% | -0.1% | +1.0% | +1.0% |
| 30D | -3.7% | -3.1% | -0.7% | -0.3% |
| 3M | -6.2% | -3.5% | -2.7% | -2.3% |
| 6M | -4.2% | +0.5% | -4.7% | -4.2% |
| YTD | +9.6% | +10.8% | -1.1% | -1.1% |
| 1Y | +10.6% | +11.9% | -1.3% | -1.2% |
| 3Y | +65.2% | +73.0% | -7.8% | -6.7% |
| All | +63.4% | +79.1% | -15.7% | -6.6% |
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