+306.5%
CGO vs VT
+345.0%
-38.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | +0.2% |
| 7D | -4.1% | -4.2% | +0.1% | -0.6% |
| 30D | -8.3% | -5.8% | -2.5% | -3.5% |
| 3M | -8.3% | -5.2% | -3.0% | -3.9% |
| 6M | -7.2% | +0.1% | -7.3% | -7.1% |
| YTD | +8.5% | +8.2% | +0.3% | +1.8% |
| 1Y | +7.0% | +10.1% | -3.2% | -1.1% |
| 3Y | +76.6% | +69.7% | +6.9% | +13.6% |
| 5Y | +13.6% | +53.4% | -39.8% | -21.0% |
| 10Y | +175.3% | +219.2% | -44.0% | +6.9% |
| All | +306.5% | +345.0% | -38.5% | +19.0% |
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