+210.8%
GGLL vs VO
+69.8%
+140.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +7.7% | +3.1% | +4.6% | +2.8% |
| 30D | -30.2% | +2.2% | -32.4% | -32.8% |
| 3M | -31.3% | -2.5% | -28.8% | -28.8% |
| 6M | -52.1% | +7.0% | -59.0% | -56.9% |
| YTD | -25.9% | +14.0% | -39.8% | -39.2% |
| 1Y | -8.5% | +15.6% | -24.1% | -26.5% |
| 3Y | +165.5% | +66.2% | +99.4% | +26.5% |
| All | +210.8% | +69.8% | +140.9% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling