+184.7%
GGLL vs VT
+91.4%
+93.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | +4.1% |
| 7D | -1.3% | -4.2% | +2.9% | +8.0% |
| 30D | -36.3% | -5.8% | -30.5% | -27.4% |
| 3M | -42.7% | -5.2% | -37.4% | -35.5% |
| 6M | -53.1% | +0.1% | -53.2% | -52.8% |
| YTD | -32.1% | +8.2% | -40.3% | -41.3% |
| 1Y | -20.1% | +10.1% | -30.2% | -33.0% |
| 3Y | +151.7% | +69.7% | +82.0% | -5.0% |
| All | +184.7% | +91.4% | +93.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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