+1,619.9%
VRT vs GGLL
+195.8%
+1,424.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +8.9% |
| 7D | -10.6% | +6.3% | -16.9% | -12.4% |
| 30D | -17.4% | -35.1% | +17.7% | -6.7% |
| 3M | -26.4% | -37.7% | +11.3% | -16.5% |
| 6M | -41.0% | -54.1% | +13.1% | -27.6% |
| YTD | +23.8% | -29.4% | +53.2% | +26.7% |
| 1Y | +11.6% | -13.4% | +25.0% | +5.1% |
| 3Y | +403.5% | +158.3% | +245.2% | +191.5% |
| All | +1,619.9% | +195.8% | +1,424.1% | +915.3% |
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