+53.0%
VSH vs GGLL
+194.0%
-141.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -1.6% | +5.1% | -6.7% | -2.8% |
| 30D | -21.3% | -35.5% | +14.2% | -12.1% |
| 3M | -18.9% | -39.2% | +20.2% | -8.6% |
| 6M | -21.4% | -54.4% | +32.9% | -5.1% |
| YTD | +86.8% | -29.8% | +116.7% | +95.3% |
| 1Y | +85.8% | -20.4% | +106.2% | +85.8% |
| 3Y | +30.1% | +149.7% | -119.6% | -16.4% |
| All | +53.0% | +194.0% | -141.1% | -9.2% |
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 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