+307.8%
CGO vs VT
+355.4%
-47.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.7% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | -6.1% | -3.1% | -3.0% | -3.5% |
| 3M | -9.6% | -3.5% | -6.1% | -6.7% |
| 6M | -10.0% | +0.5% | -10.5% | -10.2% |
| YTD | +8.9% | +10.8% | -1.9% | +0.2% |
| 1Y | +8.1% | +11.9% | -3.8% | -1.4% |
| 3Y | +74.7% | +73.0% | +1.8% | +10.6% |
| 5Y | +14.8% | +58.6% | -43.8% | -22.4% |
| 10Y | +173.3% | +219.2% | -45.9% | +6.0% |
| All | +307.8% | +355.4% | -47.6% | +17.1% |
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