+237.5%
VIK vs GGLL
+172.4%
+65.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +3.6% | +1.9% | +1.7% | +3.1% |
| 30D | -16.7% | -9.7% | -7.0% | -14.8% |
| 3M | -1.1% | -18.0% | +16.9% | +2.2% |
| 6M | +27.8% | +15.3% | +12.6% | +19.7% |
| YTD | +23.3% | +2.2% | +21.1% | +18.4% |
| 1Y | +38.2% | +73.1% | -34.9% | +14.8% |
| All | +237.5% | +172.4% | +65.1% | +125.1% |
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