+46.0%
VFC vs GGLL
-16.8%
+62.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.3% |
| 7D | +7.7% | +6.3% | +1.3% | +6.8% |
| 30D | +39.2% | -35.1% | +74.3% | +47.2% |
| 3M | +40.3% | -37.7% | +77.9% | +49.1% |
| 6M | +11.4% | -54.1% | +65.5% | +26.9% |
| YTD | +17.5% | -29.4% | +47.0% | +17.7% |
| All | +46.0% | -16.8% | +62.8% | +41.3% |
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 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