+249.6%
GGLL vs VLTO
+27.2%
+222.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | -4.8% | -2.3% | -2.5% | -3.8% |
| 30D | -13.7% | -0.9% | -12.8% | -13.4% |
| 3M | -21.9% | +13.8% | -35.7% | -26.7% |
| 6M | +11.7% | +2.0% | +9.7% | +10.2% |
| YTD | +2.3% | -3.2% | +5.5% | +3.3% |
| 1Y | +76.2% | -9.2% | +85.3% | +83.1% |
| All | +249.6% | +27.2% | +222.4% | +237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling