-38.0%
VG vs SPYG
+32.0%
-70.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | -2.5% | +1.2% | -3.7% | -3.3% |
| 30D | +11.1% | -1.6% | +12.6% | +12.1% |
| 3M | +14.9% | +3.4% | +11.5% | +10.9% |
| 6M | +18.4% | +18.9% | -0.5% | -4.4% |
| YTD | +116.6% | +13.8% | +102.8% | +85.2% |
| 1Y | +9.4% | +20.6% | -11.2% | -13.6% |
| All | -38.0% | +32.0% | -70.0% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling