+43.6%
VMC vs SPYG
+67.3%
-23.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | 0.0% |
| 7D | -1.3% | +2.3% | -3.6% | -2.7% |
| 30D | +15.5% | -6.5% | +21.9% | +20.1% |
| 3M | +0.6% | -6.8% | +7.4% | +4.9% |
| 6M | +2.1% | -3.1% | +5.2% | +3.4% |
| YTD | -1.6% | +8.0% | -9.6% | -7.7% |
| 1Y | -1.2% | +10.2% | -11.4% | -8.7% |
| 3Y | +35.3% | +91.0% | -55.7% | -18.3% |
| All | +43.6% | +67.3% | -23.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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