+51.8%
VG vs CG
-14.1%
+65.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +4.5% | -12.2% | -6.4% |
| 7D | -16.4% | +9.4% | -25.8% | -14.1% |
| 30D | -10.8% | +8.7% | -19.5% | -8.4% |
| 3M | -6.3% | -15.0% | +8.7% | -9.3% |
| 6M | -12.5% | -13.2% | +0.7% | -13.7% |
| YTD | +76.9% | -26.2% | +103.1% | +80.4% |
| 1Y | +51.8% | -14.1% | +65.9% | +38.9% |
| All | +51.8% | -14.1% | +65.9% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling