+148.1%
GGLL vs VLTO
+68.7%
+79.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -1.3% | +12.0% | -13.3% | -5.5% |
| 30D | -36.3% | +20.8% | -57.1% | -41.1% |
| 3M | -42.7% | +20.1% | -62.8% | -46.9% |
| 6M | -53.1% | +32.6% | -85.7% | -58.7% |
| YTD | -32.1% | +17.3% | -49.4% | -36.6% |
| 1Y | -20.1% | +17.3% | -37.4% | -25.5% |
| All | +148.1% | +68.7% | +79.4% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling