+187.9%
VGT vs GGLL
+328.4%
-140.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.8% | +1.9% | 0.0% | +1.4% |
| 30D | -0.3% | -9.7% | +9.4% | +1.9% |
| 3M | +3.4% | -18.0% | +21.4% | +6.7% |
| 6M | +35.0% | +15.3% | +19.7% | +25.1% |
| YTD | +28.8% | +2.2% | +26.6% | +22.7% |
| 1Y | +38.0% | +73.1% | -35.1% | +12.1% |
| 3Y | +125.8% | +242.7% | -116.9% | +36.9% |
| All | +187.9% | +328.4% | -140.5% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling