+2,020.8%
VGT vs CSGP
+634.4%
+1,386.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.0% | +2.9% |
| 7D | -7.2% | +1.3% | -8.5% | -7.8% |
| 30D | -16.1% | +10.7% | -26.8% | -20.4% |
| 3M | -9.2% | +3.3% | -12.4% | -12.4% |
| 6M | -0.7% | -10.3% | +9.6% | -1.0% |
| YTD | +15.6% | -54.6% | +70.1% | +45.1% |
| 1Y | +14.4% | -54.6% | +69.0% | +43.3% |
| 3Y | +105.2% | -60.3% | +165.6% | +162.8% |
| 5Y | +100.0% | -63.3% | +163.3% | +157.8% |
| 10Y | +712.1% | +66.5% | +645.6% | +504.2% |
| All | +2,020.8% | +634.4% | +1,386.4% | +735.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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