+380.1%
SPGM vs VT
+365.3%
+14.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | +0.9% | +1.0% | -0.1% | 0.0% |
| 3M | +2.1% | +2.4% | -0.3% | -0.1% |
| 6M | +12.5% | +12.0% | +0.5% | +1.7% |
| YTD | +15.9% | +15.3% | +0.5% | +2.0% |
| 1Y | +24.0% | +22.6% | +1.4% | +3.4% |
| 3Y | +77.1% | +74.7% | +2.5% | +8.0% |
| 5Y | +69.9% | +66.1% | +3.8% | +8.2% |
| 10Y | +231.7% | +225.0% | +6.7% | +25.2% |
| All | +380.1% | +365.3% | +14.7% | +52.0% |
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