+194.0%
GGLL vs VCLT
+11.9%
+182.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.4% |
| 7D | +5.1% | +0.2% | +4.9% | +4.9% |
| 30D | -35.5% | +2.8% | -38.3% | -37.4% |
| 3M | -39.2% | -0.5% | -38.6% | -38.9% |
| 6M | -54.4% | -3.7% | -50.7% | -52.6% |
| YTD | -29.8% | -2.9% | -27.0% | -27.4% |
| 1Y | -20.4% | -3.3% | -17.1% | -17.2% |
| 3Y | +149.7% | +15.3% | +134.4% | +118.1% |
| All | +194.0% | +11.9% | +182.2% | +159.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling