+38.4%
VFC vs GGLL
-11.0%
+49.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.4% | +3.5% |
| 7D | +1.6% | +7.7% | -6.1% | +0.6% |
| 30D | +25.5% | -30.2% | +55.7% | +31.4% |
| 3M | +41.3% | -31.3% | +72.5% | +47.9% |
| 6M | +22.2% | -52.1% | +74.3% | +39.1% |
| YTD | +16.4% | -25.9% | +42.3% | +15.4% |
| 1Y | +38.4% | -8.5% | +46.9% | +30.4% |
| All | +38.4% | -11.0% | +49.5% | +30.4% |
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