+79.1%
VSH vs GGLL
+328.4%
-249.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +6.2% | +1.9% | +4.3% | +5.6% |
| 30D | -11.1% | -9.7% | -1.4% | -8.9% |
| 3M | -44.9% | -18.0% | -26.9% | -42.6% |
| 6M | +90.0% | +15.3% | +74.7% | +76.1% |
| YTD | +118.8% | +2.2% | +116.6% | +109.1% |
| 1Y | +109.0% | +73.1% | +35.9% | +68.0% |
| 3Y | +35.6% | +242.7% | -207.1% | -19.3% |
| All | +79.1% | +328.4% | -249.3% | -2.8% |
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