+49.9%
VG vs CSGP
-53.9%
+103.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -4.0% |
| 7D | -22.0% | +13.9% | -35.9% | -22.3% |
| 30D | -14.7% | +16.0% | -30.7% | -16.4% |
| 3M | -7.1% | +6.1% | -13.2% | -8.3% |
| 6M | -11.2% | -8.2% | -3.0% | -8.2% |
| YTD | +69.8% | -52.3% | +122.2% | +98.9% |
| 1Y | +49.9% | -54.5% | +104.4% | +74.9% |
| All | +49.9% | -53.9% | +103.7% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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