+13.8%
VRT vs GGLL
-11.6%
+25.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.5% | -19.4% | -13.9% |
| 7D | -15.4% | -23.1% | +7.7% | -12.4% |
| 30D | -19.0% | -32.9% | +13.9% | -13.9% |
| 3M | -23.8% | -44.9% | +21.1% | -16.3% |
| 6M | -37.9% | -49.5% | +11.7% | -31.2% |
| YTD | +27.0% | -28.9% | +55.9% | +20.2% |
| 1Y | +13.8% | -12.2% | +26.0% | -2.9% |
| All | +13.8% | -11.6% | +25.4% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling