+818.7%
OGC vs VT
+356.1%
+462.6%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -9.1% | -1.6% | -7.4% | -8.1% |
| 30D | -12.9% | -2.5% | -10.4% | -11.5% |
| 3M | -5.5% | -1.3% | -4.2% | -4.5% |
| 6M | -21.8% | +3.1% | -24.9% | -22.5% |
| YTD | -15.9% | +10.9% | -26.8% | -19.6% |
| 1Y | +7.9% | +12.1% | -4.1% | +2.8% |
| 3Y | +364.7% | +73.9% | +290.8% | +250.5% |
| 5Y | +329.9% | +58.0% | +271.9% | +239.9% |
| 10Y | +176.1% | +225.5% | -49.4% | +56.7% |
| All | +818.7% | +356.1% | +462.6% | +568.5% |
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 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