+328.4%
GGLL vs VCLT
+12.8%
+315.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +1.9% | +0.3% | +1.6% | +1.6% |
| 30D | -9.7% | -0.6% | -9.2% | -9.2% |
| 3M | -18.0% | -2.2% | -15.8% | -16.0% |
| 6M | +15.3% | -2.9% | +18.1% | +19.2% |
| YTD | +2.2% | -2.1% | +4.3% | +5.0% |
| 1Y | +73.1% | -2.6% | +75.7% | +78.8% |
| 3Y | +242.7% | +12.5% | +230.2% | +206.8% |
| All | +328.4% | +12.8% | +315.6% | +275.8% |
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 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