+81.6%
GM vs VUG
+74.2%
+7.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.2% |
| 7D | -1.1% | -1.9% | +0.8% | +0.4% |
| 30D | -3.4% | -1.6% | -1.9% | -2.3% |
| 3M | +8.7% | +4.4% | +4.3% | +4.8% |
| 6M | +15.4% | +13.2% | +2.2% | +4.4% |
| YTD | +6.6% | +7.5% | -0.9% | +0.4% |
| 1Y | +51.5% | +12.5% | +39.0% | +37.1% |
| 3Y | +169.3% | +86.0% | +83.4% | +53.6% |
| 5Y | +81.6% | +76.5% | +5.1% | +5.7% |
| All | +81.6% | +74.2% | +7.3% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling