-49.4%
VG vs CAG
-31.5%
-17.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.5% |
| 7D | -7.7% | +6.6% | -14.3% | -5.5% |
| 30D | -8.8% | +13.9% | -22.7% | -4.5% |
| 3M | -15.6% | +4.0% | -19.7% | -13.8% |
| 6M | +5.2% | +10.0% | -4.8% | +9.2% |
| YTD | +76.9% | -6.1% | +83.0% | +74.1% |
| 1Y | +42.5% | -4.3% | +46.8% | +42.2% |
| All | -49.4% | -31.5% | -17.9% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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