+84.6%
VGI vs SPY
+624.0%
-539.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +1.2% | +0.1% | +1.2% | +1.2% |
| 3M | +1.8% | +2.0% | -0.2% | +0.8% |
| 6M | -0.1% | +13.0% | -13.1% | -5.2% |
| YTD | +1.6% | +13.5% | -11.9% | -3.8% |
| 1Y | +3.7% | +20.0% | -16.3% | -4.2% |
| 3Y | +39.2% | +77.2% | -38.0% | +7.3% |
| 5Y | +11.5% | +81.9% | -70.4% | -16.0% |
| 10Y | +45.9% | +314.1% | -268.2% | -23.5% |
| All | +84.6% | +624.0% | -539.4% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling