+99.1%
V vs CG
-22.2%
+121.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.2% | -1.2% | +3.4% | +2.5% |
| 30D | +13.6% | +5.0% | +8.6% | +12.1% |
| 3M | +14.3% | -18.2% | +32.5% | +20.1% |
| 6M | +33.1% | -20.7% | +53.8% | +40.5% |
| YTD | +21.2% | -31.4% | +52.7% | +32.1% |
| 1Y | +26.4% | -22.3% | +48.7% | +32.9% |
| 3Y | +77.6% | +50.2% | +27.4% | +45.1% |
| All | +99.1% | -22.2% | +121.3% | +95.5% |
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