+12.8%
VG vs SPG
+21.3%
-8.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -1.0% |
| 7D | +1.7% | -2.4% | +4.1% | +0.3% |
| 30D | +16.0% | -6.8% | +22.8% | +11.5% |
| 3M | +9.7% | +2.7% | +7.0% | +10.7% |
| 6M | +29.6% | +5.5% | +24.1% | +39.0% |
| YTD | +112.0% | +15.7% | +96.3% | +114.2% |
| 1Y | +12.8% | +20.9% | -8.1% | +13.0% |
| All | +12.8% | +21.3% | -8.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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