+78.9%
VGI vs SPY
+609.3%
-530.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +4.7% | -3.3% | +8.0% | +6.1% |
| 3M | -3.1% | -2.4% | -0.7% | -2.2% |
| 6M | -2.4% | +2.6% | -5.0% | -3.7% |
| YTD | -1.6% | +11.2% | -12.8% | -6.1% |
| 1Y | +0.5% | +13.4% | -12.9% | -5.0% |
| 3Y | +41.7% | +79.9% | -38.2% | +8.5% |
| 5Y | +5.8% | +72.2% | -66.4% | -18.3% |
| 10Y | +46.2% | +307.3% | -261.1% | -22.8% |
| All | +78.9% | +609.3% | -530.4% | -19.0% |
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