+328.4%
GGLL vs VEU
+103.0%
+225.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.6% |
| 7D | +1.9% | +1.7% | +0.2% | -0.8% |
| 30D | -9.7% | +1.0% | -10.7% | -11.3% |
| 3M | -18.0% | +5.6% | -23.6% | -25.2% |
| 6M | +15.3% | +13.7% | +1.6% | -5.7% |
| YTD | +2.2% | +17.7% | -15.5% | -21.6% |
| 1Y | +73.1% | +25.8% | +47.3% | +20.1% |
| 3Y | +242.7% | +77.1% | +165.6% | +42.3% |
| All | +328.4% | +103.0% | +225.3% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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