-51.4%
VG vs CG
-26.7%
-24.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -22.0% | -1.2% | -20.8% | -22.0% |
| 30D | -11.6% | +5.0% | -16.7% | -13.4% |
| 3M | -14.9% | -18.2% | +3.3% | -10.0% |
| 6M | -3.5% | -20.7% | +17.2% | +2.5% |
| YTD | +70.0% | -31.4% | +101.4% | +92.6% |
| 1Y | +50.0% | -22.3% | +72.2% | +53.8% |
| All | -51.4% | -26.7% | -24.7% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling