+261.9%
VLO vs GGLL
+206.6%
+55.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.5% |
| 7D | -0.4% | +2.9% | -3.3% | -0.6% |
| 30D | -16.6% | -33.1% | +16.5% | -15.1% |
| 3M | +12.3% | -31.2% | +43.5% | +14.0% |
| 6M | +47.8% | -49.4% | +97.2% | +52.1% |
| YTD | +126.7% | -26.8% | +153.6% | +124.7% |
| 1Y | +105.4% | -17.7% | +123.1% | +100.3% |
| 3Y | +222.0% | +160.4% | +61.5% | +163.0% |
| All | +261.9% | +206.6% | +55.3% | +208.1% |
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