+26.5%
CGMM vs VT
+39.8%
-13.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.3% | +0.4% | -0.8% | -0.8% |
| 30D | -0.6% | +1.0% | -1.6% | -1.6% |
| 3M | +2.2% | +2.4% | -0.2% | -0.5% |
| 6M | +5.1% | +12.0% | -6.9% | -7.3% |
| YTD | +13.5% | +15.3% | -1.8% | -3.3% |
| 1Y | +15.4% | +22.6% | -7.2% | -8.3% |
| All | +26.5% | +39.8% | -13.2% | -13.0% |
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