+76.2%
GGLL vs VCLT
-0.4%
+76.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.6% |
| 7D | -4.8% | -0.5% | -4.3% | -3.6% |
| 30D | -13.7% | -0.9% | -12.8% | -12.0% |
| 3M | -21.9% | -3.2% | -18.6% | -15.4% |
| 6M | +11.7% | -3.8% | +15.5% | +21.8% |
| YTD | +2.3% | -2.0% | +4.3% | +7.7% |
| 1Y | +76.2% | -0.8% | +77.0% | +78.8% |
| All | +76.2% | -0.4% | +76.6% | +78.8% |
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