-12.2%
GGLL vs VCLT
-3.2%
-8.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +4.4% |
| 7D | -23.1% | +0.4% | -23.5% | -23.8% |
| 30D | -32.9% | +3.9% | -36.8% | -38.9% |
| 3M | -44.9% | -1.9% | -42.9% | -41.7% |
| 6M | -49.5% | -2.6% | -46.9% | -45.4% |
| YTD | -28.9% | -3.1% | -25.8% | -23.1% |
| 1Y | -12.2% | -3.6% | -8.6% | -2.3% |
| All | -12.2% | -3.2% | -8.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling