+1,468.8%
VRT vs GGLL
+188.6%
+1,280.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.0% |
| 7D | -21.4% | +3.1% | -24.4% | -22.2% |
| 30D | -25.8% | -36.3% | +10.5% | -15.8% |
| 3M | -33.5% | -40.4% | +6.8% | -23.6% |
| 6M | -49.0% | -54.6% | +5.6% | -37.3% |
| YTD | +12.9% | -31.1% | +44.1% | +16.4% |
| 1Y | 0.0% | -19.2% | +19.2% | -3.6% |
| 3Y | +361.8% | +151.5% | +210.3% | +169.5% |
| All | +1,468.8% | +188.6% | +1,280.2% | +832.7% |
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