+230.7%
GM vs VIG
+549.1%
-318.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -1.7% |
| 7D | -1.1% | -1.2% | +0.1% | +0.5% |
| 30D | -4.6% | -2.8% | -1.8% | -0.9% |
| 3M | +0.2% | +2.5% | -2.3% | -2.8% |
| 6M | +12.6% | +8.1% | +4.5% | +2.0% |
| YTD | +3.7% | +9.6% | -5.9% | -7.7% |
| 1Y | +45.6% | +14.2% | +31.5% | +22.8% |
| 3Y | +162.0% | +56.1% | +105.9% | +46.5% |
| 5Y | +80.5% | +62.8% | +17.6% | -2.0% |
| 10Y | +231.3% | +248.2% | -16.9% | -30.8% |
| All | +230.7% | +549.1% | -318.4% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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