+194.0%
GGLL vs VEU
+91.4%
+102.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.5% |
| 7D | +5.1% | +0.5% | +4.6% | +4.3% |
| 30D | -35.5% | -2.3% | -33.2% | -32.9% |
| 3M | -39.2% | -4.4% | -34.8% | -34.5% |
| 6M | -54.4% | -2.2% | -52.2% | -52.9% |
| YTD | -29.8% | +10.9% | -40.8% | -40.7% |
| 1Y | -20.4% | +13.4% | -33.8% | -35.0% |
| 3Y | +149.7% | +69.7% | +80.0% | +11.3% |
| All | +194.0% | +91.4% | +102.7% | +12.3% |
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