+139.8%
GGLL vs VLTO
+56.3%
+83.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +5.1% | +1.6% | +3.5% | +4.5% |
| 30D | -35.5% | +22.0% | -57.4% | -40.5% |
| 3M | -39.2% | +21.9% | -61.0% | -43.9% |
| 6M | -54.4% | +36.5% | -90.9% | -60.2% |
| YTD | -29.8% | +19.0% | -48.8% | -34.9% |
| 1Y | -20.4% | +21.0% | -41.4% | -26.8% |
| 3Y | +149.7% | +69.9% | +79.9% | +112.6% |
| All | +139.8% | +56.3% | +83.5% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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