0.0%
VRT vs GGLL
-19.4%
+19.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | -21.4% | +3.1% | -24.4% | -21.7% |
| 30D | -25.8% | -36.3% | +10.5% | -20.5% |
| 3M | -33.5% | -40.4% | +6.8% | -28.2% |
| 6M | -49.0% | -54.6% | +5.6% | -42.1% |
| YTD | +12.9% | -31.1% | +44.1% | +7.6% |
| 1Y | 0.0% | -19.2% | +19.2% | -11.2% |
| All | 0.0% | -19.4% | +19.4% | -11.2% |
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