+82.2%
OGIG vs VT
+139.4%
-57.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.2% |
| 7D | -1.8% | -2.3% | +0.5% | +1.1% |
| 30D | -9.9% | -5.0% | -5.0% | -3.8% |
| 3M | -6.0% | -4.9% | -1.2% | +0.2% |
| 6M | +2.5% | -1.5% | +4.1% | +4.2% |
| YTD | -12.6% | +8.5% | -21.1% | -21.8% |
| 1Y | -16.4% | +11.4% | -27.7% | -27.6% |
| 3Y | +48.7% | +70.1% | -21.4% | -24.9% |
| 5Y | -18.2% | +53.7% | -72.0% | -51.7% |
| All | +82.2% | +139.4% | -57.3% | -29.9% |
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