+1,433.3%
VGT vs CG
+341.4%
+1,091.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | +1.8% | -1.3% | +3.1% | +2.3% |
| 30D | -0.3% | -3.2% | +2.8% | +0.6% |
| 3M | +3.4% | +6.2% | -2.9% | +0.5% |
| 6M | +35.0% | -4.7% | +39.6% | +36.0% |
| YTD | +28.8% | -20.6% | +49.4% | +37.9% |
| 1Y | +38.0% | -26.4% | +64.3% | +51.1% |
| 3Y | +125.8% | +55.4% | +70.4% | +81.5% |
| 5Y | +134.7% | +9.8% | +124.9% | +107.0% |
| 10Y | +792.6% | +341.4% | +451.2% | +411.8% |
| All | +1,433.3% | +341.4% | +1,091.9% | +756.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling