+903.1%
OGC vs VT
+363.9%
+539.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -3.2% | -1.4% | -1.8% | -2.2% |
| 3M | +3.5% | -1.4% | +4.9% | +4.8% |
| 6M | -13.2% | +5.5% | -18.7% | -15.0% |
| YTD | -8.1% | +12.8% | -20.9% | -13.0% |
| 1Y | +22.8% | +15.4% | +7.4% | +15.0% |
| 3Y | +407.4% | +76.9% | +330.5% | +279.2% |
| 5Y | +366.9% | +60.4% | +306.5% | +266.1% |
| 10Y | +204.5% | +232.8% | -28.3% | +70.8% |
| All | +903.1% | +363.9% | +539.3% | +623.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling