+22.7%
CGMM vs VT
+34.3%
-11.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | -0.3% | -3.1% | +2.7% | +3.0% |
| 3M | -4.1% | -3.5% | -0.6% | -0.3% |
| 6M | +0.9% | +0.5% | +0.4% | +0.2% |
| YTD | +10.1% | +10.8% | -0.7% | -2.1% |
| 1Y | +12.5% | +11.9% | +0.6% | -1.0% |
| All | +22.7% | +34.3% | -11.6% | -11.9% |
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