+151.5%
GGLL vs VIG
+62.5%
+89.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.1% |
| 7D | +3.1% | -1.8% | +4.9% | +6.6% |
| 30D | -36.3% | +2.7% | -39.0% | -40.1% |
| 3M | -40.4% | 0.0% | -40.3% | -40.8% |
| 6M | -54.6% | +6.8% | -61.4% | -60.5% |
| YTD | -31.1% | +12.1% | -43.2% | -45.0% |
| 1Y | -19.2% | +14.8% | -34.0% | -38.1% |
| 3Y | +151.5% | +62.4% | +89.1% | +19.7% |
| All | +151.5% | +62.5% | +89.0% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling