+103.7%
VOO vs GGLL
+328.4%
-224.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.5% | +1.9% | -1.3% | +0.2% |
| 30D | -0.9% | -9.7% | +8.8% | +0.6% |
| 3M | +3.9% | -18.0% | +21.9% | +6.3% |
| 6M | +14.5% | +15.3% | -0.7% | +9.0% |
| YTD | +13.0% | +2.2% | +10.7% | +9.5% |
| 1Y | +19.4% | +73.1% | -53.7% | +4.0% |
| 3Y | +78.9% | +242.7% | -163.8% | +27.1% |
| All | +103.7% | +328.4% | -224.6% | +35.8% |
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