-44.6%
VG vs SPYG
+25.3%
-69.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | +14.0% | +2.3% | +11.6% | +12.4% |
| 30D | -1.0% | -6.5% | +5.5% | +2.8% |
| 3M | -2.7% | -6.8% | +4.1% | +1.1% |
| 6M | +1.5% | -3.1% | +4.6% | +1.4% |
| YTD | +93.7% | +8.0% | +85.7% | +70.2% |
| 1Y | +68.5% | +10.2% | +58.3% | +43.4% |
| All | -44.6% | +25.3% | -69.8% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling