+51.8%
VG vs SPG
+34.3%
+17.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +2.9% | -10.6% | -5.2% |
| 7D | -16.4% | +8.2% | -24.5% | -10.4% |
| 30D | -10.8% | +13.5% | -24.2% | -0.6% |
| 3M | -6.3% | +2.2% | -8.5% | -4.0% |
| 6M | -12.5% | +15.9% | -28.4% | -0.1% |
| YTD | +76.9% | +27.6% | +49.3% | +104.9% |
| 1Y | +51.8% | +30.9% | +20.9% | +79.0% |
| All | +51.8% | +34.3% | +17.5% | +79.0% |
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