+12.3%
VFC vs GGLL
-52.5%
+64.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.7% |
| 7D | +10.9% | -1.3% | +12.2% | +10.9% |
| 30D | +40.6% | -36.3% | +76.9% | +44.2% |
| 3M | +34.4% | -42.7% | +77.1% | +39.3% |
| 6M | +12.3% | -53.1% | +65.4% | +24.2% |
| All | +12.3% | -52.5% | +64.7% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling