-68.6%
GGLS vs VT
+97.0%
-165.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +12.7% | -1.6% | +14.3% | +10.6% |
| 30D | +20.8% | -2.5% | +23.3% | +17.5% |
| 3M | +31.1% | -1.3% | +32.4% | +29.5% |
| 6M | +32.7% | +3.1% | +29.6% | +38.9% |
| YTD | +5.9% | +10.9% | -5.1% | +22.5% |
| 1Y | -4.8% | +12.1% | -16.9% | +12.0% |
| 3Y | -58.5% | +73.9% | -132.4% | -12.0% |
| All | -68.6% | +97.0% | -165.6% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling