+484.0%
V vs CG
+278.5%
+205.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +0.9% | +0.2% | +0.7% | +0.7% |
| 30D | +9.0% | +11.2% | -2.2% | +5.0% |
| 3M | +16.7% | -22.1% | +38.8% | +26.3% |
| 6M | +33.4% | -17.9% | +51.3% | +41.0% |
| YTD | +22.4% | -31.3% | +53.7% | +36.0% |
| 1Y | +27.7% | -24.0% | +51.6% | +36.7% |
| 3Y | +78.0% | +45.0% | +33.0% | +41.2% |
| 5Y | +108.5% | -22.6% | +131.2% | +104.0% |
| All | +484.0% | +278.5% | +205.6% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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