+31.9%
CGMS price history and return analytics
+100.0%
-68.1%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | +0.2% | -3.1% | +3.2% | +0.8% |
| 3M | -1.5% | -3.5% | +2.0% | -0.8% |
| 6M | -1.6% | +0.5% | -2.1% | -1.8% |
| YTD | -0.1% | +10.8% | -10.8% | -2.4% |
| 1Y | +0.9% | +11.9% | -11.0% | -1.6% |
| 3Y | +22.6% | +73.0% | -50.4% | +6.8% |
| All | +31.9% | +100.0% | -68.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling