-5.9%
VICI vs GGLL
+217.5%
-223.4%
-27.9%
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% | -0.6% |
| 7D | -1.6% | +11.5% | -13.1% | -1.9% |
| 30D | +8.2% | -31.2% | +39.5% | +9.2% |
| 3M | -3.1% | -28.7% | +25.6% | -2.3% |
| 6M | -10.0% | -47.2% | +37.2% | -8.6% |
| YTD | -7.1% | -24.3% | +17.1% | -7.2% |
| 1Y | -13.2% | -12.0% | -1.2% | -13.9% |
| 3Y | +4.1% | +169.6% | -165.5% | -6.2% |
| All | -5.9% | +217.5% | -223.4% | -16.2% |
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