+328.7%
GGLL vs VCLT
+12.8%
+315.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -4.8% | -0.5% | -4.3% | -4.3% |
| 30D | -13.7% | -0.9% | -12.8% | -13.0% |
| 3M | -21.9% | -3.2% | -18.6% | -19.1% |
| 6M | +11.7% | -3.8% | +15.5% | +16.5% |
| YTD | +2.3% | -2.0% | +4.3% | +5.0% |
| 1Y | +76.2% | -0.8% | +77.0% | +79.2% |
| 3Y | +245.0% | +12.3% | +232.7% | +209.5% |
| All | +328.7% | +12.8% | +315.8% | +275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling