-43.3%
VFC vs GGLL
+195.8%
-239.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.0% |
| 7D | +7.7% | +6.3% | +1.3% | +6.2% |
| 30D | +39.2% | -35.1% | +74.3% | +51.7% |
| 3M | +40.3% | -37.7% | +77.9% | +53.8% |
| 6M | +11.4% | -54.1% | +65.5% | +30.2% |
| YTD | +17.5% | -29.4% | +47.0% | +20.6% |
| 1Y | +45.9% | -13.4% | +59.3% | +40.7% |
| 3Y | +47.3% | +158.3% | -111.0% | -3.5% |
| All | -43.3% | +195.8% | -239.1% | -66.8% |
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