+61.8%
GM vs VG
-38.0%
+99.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.3% |
| 7D | +0.4% | -2.5% | +2.9% | +0.4% |
| 30D | -1.8% | +11.1% | -12.9% | -2.0% |
| 3M | +2.6% | +14.9% | -12.3% | +2.2% |
| 6M | +14.6% | +18.4% | -3.8% | +12.7% |
| YTD | +6.2% | +116.6% | -110.4% | -1.7% |
| 1Y | +48.7% | +9.4% | +39.3% | +46.3% |
| All | +61.8% | -38.0% | +99.9% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling