+25.9%
GM vs VG
+51.8%
-25.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.8% |
| 7D | -3.8% | +5.5% | -9.3% | -3.3% |
| 30D | +7.9% | -3.6% | +11.5% | +7.7% |
| 3M | -0.3% | -4.0% | +3.7% | -0.3% |
| 6M | +18.6% | +9.4% | +9.2% | +20.5% |
| YTD | +10.0% | +86.6% | -76.6% | +10.0% |
| 1Y | +25.9% | +69.5% | -43.6% | +25.4% |
| All | +25.9% | +51.8% | -25.9% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling