-51.4%
VG vs SPYG
+22.4%
-73.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -22.0% | -3.6% | -18.4% | -20.3% |
| 30D | -11.6% | -11.2% | -0.5% | -5.4% |
| 3M | -14.9% | -8.1% | -6.8% | -11.0% |
| 6M | -3.5% | -3.3% | -0.2% | -4.4% |
| YTD | +70.0% | +5.5% | +64.4% | +51.4% |
| 1Y | +50.0% | +7.0% | +43.0% | +31.0% |
| All | -51.4% | +22.4% | -73.8% | -58.6% |
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