+20.0%
VCIT vs GGLL
+194.0%
-174.0%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +0.1% | +5.1% | -5.0% | 0.0% |
| 30D | +1.6% | -35.5% | +37.1% | +2.5% |
| 3M | -0.9% | -39.2% | +38.2% | 0.0% |
| 6M | -1.9% | -54.4% | +52.5% | -0.4% |
| YTD | -1.4% | -29.8% | +28.5% | -1.1% |
| 1Y | -0.6% | -20.4% | +19.8% | -0.6% |
| 3Y | +19.8% | +149.7% | -130.0% | +14.2% |
| All | +20.0% | +194.0% | -174.0% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling