+135.4%
GGLL vs VLTO
+54.8%
+80.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +3.1% | +5.4% | -2.3% | +1.1% |
| 30D | -36.3% | +22.3% | -58.6% | -41.4% |
| 3M | -40.4% | +19.6% | -60.0% | -44.7% |
| 6M | -54.6% | +35.2% | -89.8% | -60.3% |
| YTD | -31.1% | +17.9% | -49.0% | -35.9% |
| 1Y | -19.2% | +19.5% | -38.7% | -25.4% |
| 3Y | +151.5% | +73.9% | +77.6% | +112.2% |
| All | +135.4% | +54.8% | +80.5% | +109.3% |
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