+34.1%
CGMS vs VT
+108.2%
-74.1%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.2% |
| 30D | -0.1% | +1.0% | -1.1% | -0.4% |
| 3M | -0.1% | +2.4% | -2.5% | -0.6% |
| 6M | +0.8% | +12.0% | -11.2% | -1.7% |
| YTD | +1.6% | +15.3% | -13.7% | -1.5% |
| 1Y | +3.1% | +22.6% | -19.5% | -1.4% |
| 3Y | +24.2% | +74.7% | -50.5% | +8.3% |
| All | +34.1% | +108.2% | -74.1% | +10.4% |
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