+188.6%
GGLL vs VO
+64.7%
+123.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.6% |
| 7D | +3.1% | -2.6% | +5.7% | +7.3% |
| 30D | -36.3% | -0.9% | -35.4% | -35.7% |
| 3M | -40.4% | -3.0% | -37.3% | -37.8% |
| 6M | -54.6% | +2.2% | -56.8% | -56.3% |
| YTD | -31.1% | +10.6% | -41.7% | -40.8% |
| 1Y | -19.2% | +12.5% | -31.7% | -32.3% |
| 3Y | +151.5% | +61.4% | +90.1% | +25.4% |
| All | +188.6% | +64.7% | +123.9% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling