-68.9%
GGLS vs VT
+92.2%
-161.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.1% | +6.4% | -2.5% |
| 7D | +0.3% | -4.2% | +4.4% | -4.4% |
| 30D | +21.0% | -5.8% | +26.8% | +13.2% |
| 3M | +26.2% | -5.2% | +31.4% | +19.0% |
| 6M | +32.3% | +0.1% | +32.2% | +34.1% |
| YTD | +4.8% | +8.2% | -3.4% | +18.0% |
| 1Y | -5.5% | +10.1% | -15.6% | +9.0% |
| 3Y | -58.9% | +69.7% | -128.6% | -15.2% |
| All | -68.9% | +92.2% | -161.1% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling