+24.2%
VMC vs GGLL
+245.5%
-221.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -4.3% | -4.8% | +0.4% | -3.8% |
| 30D | -8.2% | -13.7% | +5.4% | -6.8% |
| 3M | -7.0% | -21.9% | +14.8% | -5.0% |
| 6M | -10.8% | +11.7% | -22.4% | -13.3% |
| YTD | -7.4% | +2.3% | -9.7% | -9.2% |
| 1Y | -9.5% | +76.2% | -85.7% | -17.6% |
| All | +24.2% | +245.5% | -221.3% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling