+48.8%
VFC vs GGLL
+157.4%
-108.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.5% | +5.1% | -1.6% | +2.4% |
| 30D | +38.3% | -35.5% | +73.8% | +50.4% |
| 3M | +40.2% | -39.2% | +79.3% | +54.1% |
| 6M | +10.6% | -54.4% | +65.0% | +29.1% |
| YTD | +16.7% | -29.8% | +46.6% | +19.6% |
| 1Y | +45.0% | -20.4% | +65.4% | +42.8% |
| 3Y | +48.8% | +149.7% | -100.9% | +6.3% |
| All | +48.8% | +157.4% | -108.6% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling