+234.3%
OGC vs VT
+214.8%
+19.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.1% | +10.6% | +10.0% |
| 7D | +8.6% | -4.2% | +12.8% | +12.5% |
| 30D | +2.8% | -5.8% | +8.6% | +8.2% |
| 3M | +2.5% | -5.2% | +7.8% | +7.6% |
| 6M | -6.6% | +0.1% | -6.7% | -5.7% |
| YTD | -2.2% | +8.2% | -10.4% | -6.8% |
| 1Y | +26.2% | +10.1% | +16.1% | +18.8% |
| 3Y | +440.3% | +69.7% | +370.6% | +264.7% |
| 5Y | +377.2% | +53.4% | +323.8% | +241.8% |
| All | +234.3% | +214.8% | +19.5% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling