-20.4%
GGLL vs VO
+13.8%
-34.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | +5.1% | -0.2% | +5.3% | +5.5% |
| 30D | -35.5% | +0.5% | -36.0% | -36.2% |
| 3M | -39.2% | -1.1% | -38.0% | -38.2% |
| 6M | -54.4% | +6.4% | -60.8% | -59.3% |
| YTD | -29.8% | +13.5% | -43.4% | -44.2% |
| 1Y | -20.4% | +13.6% | -34.0% | -36.7% |
| All | -20.4% | +13.8% | -34.2% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling