-54.6%
GGLL vs VCLT
-3.4%
-51.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.5% |
| 7D | +3.1% | +0.3% | +2.8% | +2.7% |
| 30D | -36.3% | +3.7% | -40.0% | -39.7% |
| 3M | -40.4% | -1.0% | -39.4% | -38.2% |
| 6M | -54.6% | -3.4% | -51.3% | -50.7% |
| All | -54.6% | -3.4% | -51.2% | -50.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling