+55.6%
VFC vs GGLL
-11.6%
+67.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.5% | -2.1% | +3.6% |
| 7D | +21.5% | -23.1% | +44.6% | +24.6% |
| 30D | +46.7% | -32.9% | +79.6% | +54.2% |
| 3M | +38.4% | -44.9% | +83.3% | +50.7% |
| 6M | +15.2% | -49.5% | +64.7% | +28.2% |
| YTD | +17.8% | -28.9% | +46.7% | +18.1% |
| 1Y | +55.6% | -12.2% | +67.8% | +52.2% |
| All | +55.6% | -11.6% | +67.2% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling