+124.4%
VGT vs CG
+48.1%
+76.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.3% |
| 7D | +1.5% | -6.4% | +7.9% | +3.9% |
| 30D | +0.5% | -7.1% | +7.6% | +2.9% |
| 3M | +5.3% | -1.6% | +6.8% | +5.3% |
| 6M | +32.4% | -8.3% | +40.8% | +35.3% |
| YTD | +28.6% | -23.8% | +52.4% | +39.9% |
| 1Y | +37.6% | -28.7% | +66.4% | +52.9% |
| All | +124.4% | +48.1% | +76.3% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling