+800.0%
VGT vs CG
+314.7%
+485.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.9% |
| 7D | -0.2% | -9.9% | +9.7% | +4.1% |
| 30D | -0.4% | -11.7% | +11.2% | +4.4% |
| 3M | +4.4% | -4.3% | +8.7% | +5.6% |
| 6M | +32.1% | -8.8% | +40.8% | +35.4% |
| YTD | +28.8% | -26.9% | +55.6% | +43.6% |
| 1Y | +35.3% | -35.4% | +70.8% | +58.1% |
| 3Y | +124.8% | +43.0% | +81.7% | +79.4% |
| 5Y | +137.9% | +1.9% | +136.0% | +110.8% |
| All | +800.0% | +314.7% | +485.2% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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