+165.5%
GGLL vs VIG
+67.2%
+98.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +7.7% | +3.5% | +4.2% | +1.2% |
| 30D | -30.2% | +4.9% | -35.1% | -36.8% |
| 3M | -31.3% | +2.5% | -33.8% | -34.8% |
| 6M | -52.1% | +11.0% | -63.1% | -61.2% |
| YTD | -25.9% | +16.0% | -41.8% | -44.3% |
| 1Y | -8.5% | +17.5% | -26.0% | -32.9% |
| 3Y | +165.5% | +67.0% | +98.5% | +28.3% |
| All | +165.5% | +67.2% | +98.3% | +28.3% |
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 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