-39.3%
VG vs CG
-13.3%
-26.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +1.7% | -4.3% | +6.0% | +3.1% |
| 30D | +16.0% | -5.1% | +21.1% | +17.5% |
| 3M | +9.7% | +8.7% | +1.1% | +3.7% |
| 6M | +29.6% | -9.2% | +38.8% | +31.7% |
| YTD | +112.0% | -18.9% | +130.9% | +128.5% |
| 1Y | +12.8% | -25.6% | +38.4% | +29.2% |
| All | -39.3% | -13.3% | -26.0% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling