+50.8%
VSH vs GGLL
+195.8%
-145.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.5% | +11.0% | +12.8% |
| 7D | +3.5% | +6.3% | -2.9% | +1.9% |
| 30D | -22.4% | -35.1% | +12.7% | -13.5% |
| 3M | -25.2% | -37.7% | +12.5% | -16.3% |
| 6M | -22.5% | -54.1% | +31.6% | -6.6% |
| YTD | +84.2% | -29.4% | +113.6% | +92.2% |
| 1Y | +87.1% | -13.4% | +100.5% | +82.3% |
| 3Y | +31.7% | +158.3% | -126.7% | -16.3% |
| All | +50.8% | +195.8% | -145.0% | -10.6% |
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