-95.7%
CGTL vs VT
+29.5%
-125.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -3.0% |
| 7D | +2.0% | -4.2% | +6.2% | +3.7% |
| 30D | -31.7% | -5.8% | -25.9% | -30.1% |
| 3M | -37.0% | -5.2% | -31.8% | -35.8% |
| 6M | -84.6% | +0.1% | -84.7% | -84.6% |
| YTD | -86.0% | +8.2% | -94.2% | -86.2% |
| 1Y | -70.3% | +10.1% | -80.4% | -71.1% |
| All | -95.7% | +29.5% | -125.2% | -95.4% |
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 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