-46.6%
VG vs SPYG
+26.8%
-73.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.5% |
| 7D | +5.5% | -1.5% | +7.0% | +6.4% |
| 30D | -3.6% | -7.2% | +3.6% | +0.6% |
| 3M | -4.0% | -4.6% | +0.7% | -1.7% |
| 6M | +9.4% | -1.2% | +10.6% | +7.7% |
| YTD | +86.6% | +9.3% | +77.3% | +62.8% |
| 1Y | +69.5% | +8.8% | +60.7% | +48.9% |
| All | -46.6% | +26.8% | -73.4% | -55.5% |
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