+37.6%
VGT vs GGLL
+64.8%
-27.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.5% |
| 7D | +1.5% | -3.9% | +5.4% | +2.0% |
| 30D | +0.5% | -15.4% | +15.9% | +2.7% |
| 3M | +5.3% | -21.9% | +27.2% | +8.2% |
| 6M | +32.4% | +4.5% | +27.9% | +26.1% |
| YTD | +28.6% | -2.4% | +31.0% | +23.5% |
| 1Y | +37.6% | +57.8% | -20.2% | +18.3% |
| All | +37.6% | +64.8% | -27.2% | +18.3% |
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