+32.0%
CGMS price history and return analytics
+102.3%
-70.3%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +0.3% | -1.7% | +2.1% | +0.6% |
| 3M | -1.5% | -2.3% | +0.8% | -1.1% |
| 6M | -1.4% | +1.5% | -2.9% | -1.8% |
| YTD | 0.0% | +12.0% | -12.0% | -2.5% |
| 1Y | +0.8% | +12.9% | -12.1% | -2.0% |
| 3Y | +22.6% | +74.9% | -52.3% | +6.7% |
| All | +32.0% | +102.3% | -70.3% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling