+85.3%
OGS vs VT
+214.8%
-129.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +2.1% |
| 7D | +4.8% | -4.2% | +9.0% | +7.6% |
| 30D | +11.9% | -5.8% | +17.7% | +16.0% |
| 3M | +4.2% | -5.2% | +9.4% | +7.5% |
| 6M | -4.0% | +0.1% | -4.1% | -4.9% |
| YTD | +8.6% | +8.2% | +0.4% | +1.6% |
| 1Y | +5.0% | +10.1% | -5.1% | -3.1% |
| 3Y | +47.0% | +69.7% | -22.7% | -2.1% |
| 5Y | +40.8% | +53.4% | -12.6% | 0.0% |
| All | +85.3% | +214.8% | -129.5% | -38.6% |
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