-8.2%
VFC vs GGLL
+80.0%
-88.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.8% |
| 7D | -1.6% | -4.8% | +3.2% | -0.7% |
| 30D | -11.6% | -13.7% | +2.1% | -9.2% |
| 3M | -18.1% | -21.9% | +3.7% | -14.4% |
| 6M | -27.4% | +11.7% | -39.0% | -31.0% |
| YTD | -24.8% | +2.3% | -27.1% | -27.4% |
| 1Y | -8.2% | +76.2% | -84.4% | -17.4% |
| All | -8.2% | +80.0% | -88.2% | -17.4% |
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