+19.0%
VCIT vs GGLL
+210.8%
-191.8%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | -1.4% | +7.7% | -9.1% | -1.6% |
| 30D | +0.6% | -30.2% | +30.8% | +1.3% |
| 3M | -2.2% | -31.3% | +29.0% | -1.5% |
| 6M | -2.3% | -52.1% | +49.8% | -0.9% |
| YTD | -2.2% | -25.9% | +23.7% | -2.0% |
| 1Y | -1.4% | -8.5% | +7.1% | -1.7% |
| 3Y | +18.7% | +165.5% | -146.8% | +13.0% |
| All | +19.0% | +210.8% | -191.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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