+169.3%
VGT vs GGLL
+217.5%
-48.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.4% |
| 7D | +5.6% | +11.5% | -5.9% | +3.0% |
| 30D | -10.6% | -31.2% | +20.6% | -3.6% |
| 3M | -6.9% | -28.7% | +21.8% | -0.9% |
| 6M | +0.9% | -47.2% | +48.1% | +13.6% |
| YTD | +20.4% | -24.3% | +44.7% | +21.2% |
| 1Y | +17.4% | -12.0% | +29.4% | +12.7% |
| 3Y | +106.3% | +169.6% | -63.4% | +30.3% |
| All | +169.3% | +217.5% | -48.2% | +54.0% |
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