+97.2%
VEA vs GGLL
+217.5%
-120.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | +1.8% | +11.5% | -9.7% | +0.5% |
| 30D | -0.9% | -31.2% | +30.3% | +3.0% |
| 3M | -5.0% | -28.7% | +23.6% | -1.9% |
| 6M | 0.0% | -47.2% | +47.2% | +6.4% |
| YTD | +12.2% | -24.3% | +36.4% | +13.0% |
| 1Y | +14.7% | -12.0% | +26.7% | +13.1% |
| 3Y | +73.2% | +169.6% | -96.4% | +39.4% |
| All | +97.2% | +217.5% | -120.2% | +53.3% |
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