+195.8%
GGLL vs VO
+69.2%
+126.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | -1.7% |
| 7D | +6.3% | -0.1% | +6.5% | +6.6% |
| 30D | -35.1% | +0.5% | -35.6% | -35.9% |
| 3M | -37.7% | -1.0% | -36.7% | -37.0% |
| 6M | -54.1% | +6.4% | -60.5% | -58.4% |
| YTD | -29.4% | +13.6% | -43.0% | -41.8% |
| 1Y | -13.4% | +14.5% | -27.9% | -29.3% |
| 3Y | +158.3% | +67.2% | +91.1% | +21.9% |
| All | +195.8% | +69.2% | +126.6% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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