+57.1%
CGIE vs VT
+83.0%
-25.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +1.3% | +1.0% | +0.2% | +0.3% |
| 30D | -1.1% | -0.2% | -0.9% | -0.9% |
| 3M | +6.0% | +4.5% | +1.4% | +1.6% |
| 6M | +10.3% | +14.1% | -3.7% | -2.4% |
| YTD | +9.6% | +14.8% | -5.2% | -3.4% |
| 1Y | +14.9% | +21.2% | -6.3% | -3.5% |
| All | +57.1% | +83.0% | -25.8% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling