-95.5%
CGTL vs VT
+35.0%
-130.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.6% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -30.1% | -1.4% | -28.7% | -29.7% |
| 3M | -35.9% | -1.4% | -34.5% | -35.6% |
| 6M | -84.0% | +5.5% | -89.4% | -84.3% |
| YTD | -85.3% | +12.8% | -98.2% | -85.8% |
| 1Y | -67.7% | +15.4% | -83.1% | -69.1% |
| All | -95.5% | +35.0% | -130.5% | -95.3% |
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