+188.3%
OGC vs VT
+222.7%
-34.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-07 to 2026-09-07.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | +0.4% | +1.3% | +1.5% |
| 30D | +14.3% | +1.0% | +13.4% | +13.6% |
| 3M | +8.6% | +2.4% | +6.2% | +7.0% |
| 6M | -19.9% | +12.0% | -31.9% | -26.4% |
| YTD | +9.1% | +15.3% | -6.2% | -1.7% |
| 1Y | +64.3% | +22.6% | +41.8% | +41.5% |
| 3Y | +389.8% | +74.7% | +315.2% | +220.2% |
| 5Y | +451.5% | +66.1% | +385.4% | +268.9% |
| All | +188.3% | +222.7% | -34.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2016-09-07 to 2026-09-07: compounded portfolio wealth divided by compounded VT 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…
2016-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling