+47.1%
GM vs VUG
+13.0%
+34.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -2.4% | -0.5% | -2.0% | -2.1% |
| 30D | -1.1% | -1.0% | -0.2% | -0.5% |
| 3M | +6.1% | +3.5% | +2.6% | +3.8% |
| 6M | +15.0% | +14.2% | +0.8% | +5.2% |
| YTD | +6.0% | +8.5% | -2.5% | -0.9% |
| 1Y | +47.1% | +12.9% | +34.2% | +40.0% |
| All | +47.1% | +13.0% | +34.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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