+40.1%
VG vs CG
-18.0%
+58.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.6% | -4.2% | +4.0% |
| 7D | -8.3% | +3.0% | -11.4% | -7.5% |
| 30D | -10.3% | +10.1% | -20.5% | -7.7% |
| 3M | -10.8% | -10.8% | +0.1% | -12.9% |
| 6M | +3.5% | -15.2% | +18.7% | +1.4% |
| YTD | +74.0% | -26.9% | +100.9% | +76.6% |
| All | +40.1% | -18.0% | +58.1% | +29.6% |
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 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