+72.2%
V vs CG
+10.1%
+62.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.5% |
| 7D | -1.7% | -4.3% | +2.6% | -0.6% |
| 30D | +2.0% | -5.1% | +7.0% | +3.3% |
| 3M | +17.4% | +8.7% | +8.7% | +14.3% |
| 6M | +17.5% | -9.2% | +26.7% | +19.6% |
| YTD | +7.6% | -18.9% | +26.4% | +12.4% |
| 1Y | +7.7% | -25.6% | +33.4% | +14.8% |
| 3Y | +54.7% | +57.3% | -2.6% | +26.1% |
| All | +72.2% | +10.1% | +62.0% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling