-44.6%
VG vs CG
-26.6%
-18.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +14.0% | +0.2% | +13.8% | +13.7% |
| 30D | -1.0% | +11.2% | -12.2% | -4.9% |
| 3M | -2.7% | -22.1% | +19.4% | +4.7% |
| 6M | +1.5% | -17.9% | +19.4% | +5.8% |
| YTD | +93.7% | -31.3% | +125.0% | +118.9% |
| 1Y | +68.5% | -24.0% | +92.5% | +75.8% |
| All | -44.6% | -26.6% | -18.0% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling