+28.0%
CGVV vs VT
+26.0%
+2.0%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | -0.5% |
| 7D | -0.2% | -0.7% | +0.5% | +0.4% |
| 30D | +2.8% | -1.7% | +4.5% | +4.3% |
| 3M | -0.9% | -2.3% | +1.4% | +1.0% |
| 6M | +6.9% | +1.5% | +5.4% | +5.3% |
| YTD | +20.3% | +12.0% | +8.2% | +8.2% |
| 1Y | +22.1% | +12.9% | +9.2% | +9.0% |
| All | +28.0% | +26.0% | +2.0% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling