+230.7%
GM vs VUG
+955.8%
-725.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -4.6% | -1.7% | -2.9% | -3.1% |
| 3M | +0.2% | +2.8% | -2.6% | -2.6% |
| 6M | +12.6% | +13.6% | -1.0% | -0.4% |
| YTD | +3.7% | +8.1% | -4.4% | -4.0% |
| 1Y | +45.6% | +13.1% | +32.6% | +28.6% |
| 3Y | +162.0% | +87.0% | +75.0% | +37.2% |
| 5Y | +80.5% | +76.0% | +4.5% | -0.4% |
| 10Y | +231.3% | +420.5% | -189.1% | -45.8% |
| All | +230.7% | +955.8% | -725.1% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling