-12.0%
GGLL vs VCLT
-4.8%
-7.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +6.0% |
| 7D | +11.5% | -1.9% | +13.4% | +15.6% |
| 30D | -31.2% | +1.4% | -32.7% | -34.0% |
| 3M | -28.7% | -1.8% | -26.9% | -25.7% |
| 6M | -47.2% | -3.9% | -43.3% | -41.4% |
| YTD | -24.3% | -3.9% | -20.3% | -17.4% |
| 1Y | -12.0% | -4.7% | -7.3% | +1.8% |
| All | -12.0% | -4.8% | -7.2% | +1.8% |
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