+49.9%
VG vs GGLL
-16.9%
+66.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -4.9% |
| 7D | -22.0% | -1.3% | -20.7% | -22.1% |
| 30D | -14.7% | -36.3% | +21.5% | -21.7% |
| 3M | -7.1% | -42.7% | +35.6% | -16.4% |
| 6M | -11.2% | -53.1% | +41.9% | -22.5% |
| YTD | +69.8% | -32.1% | +101.9% | +70.9% |
| 1Y | +49.9% | -20.1% | +69.9% | +47.5% |
| All | +49.9% | -16.9% | +66.8% | +47.5% |
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