-63.7%
VFC vs GGLL
+328.7%
-392.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.0% |
| 7D | -1.6% | -4.8% | +3.2% | -0.4% |
| 30D | -11.6% | -13.7% | +2.1% | -8.4% |
| 3M | -18.1% | -21.9% | +3.7% | -14.1% |
| 6M | -27.4% | +11.7% | -39.0% | -31.7% |
| YTD | -24.8% | +2.3% | -27.1% | -27.9% |
| 1Y | -8.2% | +76.2% | -84.4% | -25.2% |
| 3Y | -29.1% | +245.0% | -274.1% | -55.9% |
| All | -63.7% | +328.7% | -392.4% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling