+73.1%
GGLL vs VIG
+14.9%
+58.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.7% |
| 7D | +1.9% | -0.4% | +2.3% | +2.8% |
| 30D | -9.7% | -2.1% | -7.7% | -5.3% |
| 3M | -18.0% | +3.3% | -21.4% | -24.3% |
| 6M | +15.3% | +9.3% | +6.0% | -7.5% |
| YTD | +2.2% | +10.1% | -7.9% | -20.3% |
| 1Y | +73.1% | +14.7% | +58.4% | +27.3% |
| All | +73.1% | +14.9% | +58.2% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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