+188.4%
VGT vs GGLL
+328.7%
-140.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | +1.0% | -4.8% | +5.8% | +2.1% |
| 30D | +1.3% | -13.7% | +15.0% | +4.6% |
| 3M | -1.1% | -21.9% | +20.7% | +3.3% |
| 6M | +32.6% | +11.7% | +21.0% | +24.0% |
| YTD | +29.0% | +2.3% | +26.7% | +22.9% |
| 1Y | +39.7% | +76.2% | -36.5% | +12.9% |
| 3Y | +120.9% | +245.0% | -124.1% | +33.6% |
| All | +188.4% | +328.7% | -140.3% | +56.0% |
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 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