+137.6%
VGT vs CG
+5.2%
+132.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.5% |
| 7D | +1.5% | -6.4% | +7.9% | +4.2% |
| 30D | +0.5% | -7.1% | +7.6% | +3.3% |
| 3M | +5.3% | -1.6% | +6.8% | +5.2% |
| 6M | +32.4% | -8.3% | +40.8% | +35.6% |
| YTD | +28.6% | -23.8% | +52.4% | +41.4% |
| 1Y | +37.6% | -28.7% | +66.4% | +54.8% |
| 3Y | +125.5% | +49.2% | +76.3% | +72.5% |
| All | +137.6% | +5.2% | +132.4% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling