-39.3%
VG vs CSGP
-58.2%
+18.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | +1.7% | -4.1% | +5.8% | +2.9% |
| 30D | +16.0% | +2.3% | +13.7% | +14.4% |
| 3M | +9.7% | -8.2% | +17.9% | +12.6% |
| 6M | +29.6% | -35.1% | +64.6% | +52.4% |
| YTD | +112.0% | -54.0% | +166.0% | +187.0% |
| 1Y | +12.8% | -65.3% | +78.1% | +79.8% |
| All | -39.3% | -58.2% | +18.9% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling