+14.6%
CGSM vs VT
+77.0%
-62.4%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.4% | +2.4% | -2.7% | -0.4% |
| 30D | +1.0% | -1.5% | +2.5% | +1.1% |
| 3M | -0.1% | -4.1% | +4.0% | -0.1% |
| 6M | +0.7% | +0.6% | +0.2% | +0.7% |
| YTD | +1.6% | +11.0% | -9.5% | +1.4% |
| 1Y | +2.0% | +13.3% | -11.3% | +1.9% |
| 3Y | +13.3% | +73.4% | -60.1% | +11.7% |
| All | +14.6% | +77.0% | -62.4% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling