-39.3%
VG vs GGLL
+110.0%
-149.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | +1.7% | -4.8% | +6.5% | +1.8% |
| 30D | +16.0% | -13.7% | +29.7% | +16.3% |
| 3M | +9.7% | -21.9% | +31.6% | +10.7% |
| 6M | +29.6% | +11.7% | +17.9% | +24.2% |
| YTD | +112.0% | +2.3% | +109.7% | +105.5% |
| 1Y | +12.8% | +76.2% | -63.4% | -7.9% |
| All | -39.3% | +110.0% | -149.4% | -55.9% |
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