+163.2%
VGT vs GGLL
+194.0%
-30.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -4.1% | +5.1% | -9.2% | -5.2% |
| 30D | -13.6% | -35.5% | +21.8% | -5.5% |
| 3M | -8.0% | -39.2% | +31.2% | +1.6% |
| 6M | -1.5% | -54.4% | +52.9% | +14.9% |
| YTD | +17.7% | -29.8% | +47.5% | +20.6% |
| 1Y | +13.8% | -20.4% | +34.2% | +11.9% |
| 3Y | +101.6% | +149.7% | -48.2% | +29.6% |
| All | +163.2% | +194.0% | -30.9% | +53.2% |
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 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