+4.9%
CGHY vs VT
+26.0%
-21.1%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.2% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | +0.7% | -1.7% | +2.4% | +1.0% |
| 3M | -1.3% | -2.3% | +1.0% | -1.0% |
| 6M | -0.5% | +1.5% | -2.0% | -0.9% |
| YTD | +1.1% | +12.0% | -11.0% | -1.3% |
| 1Y | +2.2% | +12.9% | -10.6% | -0.3% |
| All | +4.9% | +26.0% | -21.1% | +0.2% |
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