+51.6%
VMC vs GGLL
+309.0%
-257.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.3% | -2.7% |
| 7D | -5.3% | -3.9% | -1.4% | -4.8% |
| 30D | -12.3% | -15.4% | +3.1% | -10.4% |
| 3M | -10.3% | -21.9% | +11.6% | -8.0% |
| 6M | -8.6% | +4.5% | -13.1% | -10.7% |
| YTD | -11.9% | -2.4% | -9.5% | -13.3% |
| 1Y | -13.9% | +57.8% | -71.7% | -21.5% |
| 3Y | +18.2% | +227.2% | -209.1% | -9.5% |
| All | +51.6% | +309.0% | -257.4% | +8.8% |
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