+108.1%
VEA vs GGLL
+328.4%
-220.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.9% | +1.9% | 0.0% | +1.6% |
| 30D | +0.8% | -9.7% | +10.5% | +2.0% |
| 3M | +5.7% | -18.0% | +23.7% | +7.5% |
| 6M | +13.3% | +15.3% | -2.0% | +9.6% |
| YTD | +18.4% | +2.2% | +16.2% | +15.9% |
| 1Y | +27.0% | +73.1% | -46.1% | +15.6% |
| 3Y | +79.3% | +242.7% | -163.4% | +41.2% |
| All | +108.1% | +328.4% | -220.2% | +57.3% |
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