-7.9%
VICI vs GGLL
+313.5%
-321.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | -3.6% | -5.8% | +2.2% | -3.4% |
| 30D | -4.8% | -7.2% | +2.4% | -4.6% |
| 3M | -11.5% | -17.5% | +6.1% | -11.1% |
| 6M | -12.8% | +5.1% | -17.9% | -13.4% |
| YTD | -9.1% | -1.3% | -7.8% | -9.6% |
| 1Y | -20.5% | +60.2% | -80.7% | -22.9% |
| 3Y | -5.8% | +230.8% | -236.6% | -15.2% |
| All | -7.9% | +313.5% | -321.4% | -18.4% |
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