+89.1%
CGGR vs VT
+79.6%
+9.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | +2.3% | +2.4% | 0.0% | -0.6% |
| 30D | -3.2% | -1.5% | -1.7% | -1.3% |
| 3M | -3.5% | -4.1% | +0.6% | +1.8% |
| 6M | -1.0% | +0.6% | -1.6% | -1.5% |
| YTD | +3.1% | +11.0% | -7.9% | -9.4% |
| 1Y | +6.3% | +13.3% | -7.0% | -8.9% |
| 3Y | +81.2% | +73.4% | +7.9% | -7.8% |
| All | +89.1% | +79.6% | +9.5% | -2.3% |
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