+1,516.2%
V vs CG
+300.6%
+1,215.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +0.8% | +2.0% | -1.2% | +0.1% |
| 30D | +9.9% | +8.5% | +1.4% | +7.1% |
| 3M | +17.5% | -12.1% | +29.6% | +21.7% |
| 6M | +33.5% | -16.4% | +49.9% | +39.6% |
| YTD | +21.6% | -28.0% | +49.5% | +31.9% |
| 1Y | +27.6% | -18.9% | +46.5% | +33.2% |
| 3Y | +76.4% | +51.2% | +25.2% | +43.6% |
| 5Y | +103.8% | -15.9% | +119.7% | +93.9% |
| 10Y | +455.5% | +305.9% | +149.6% | +226.6% |
| All | +1,516.2% | +300.6% | +1,215.7% | +836.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling