+37.9%
VSH vs GGLL
+172.3%
-134.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.2% | -5.6% |
| 7D | +26.2% | +11.5% | +14.7% | +22.7% |
| 30D | -12.5% | -31.2% | +18.7% | -4.3% |
| 3M | -16.9% | -28.7% | +11.8% | -10.6% |
| 6M | -17.0% | -47.2% | +30.2% | -4.0% |
| YTD | +93.8% | -24.3% | +118.1% | +97.8% |
| 1Y | +99.3% | -12.0% | +111.3% | +93.5% |
| All | +37.9% | +172.3% | -134.4% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling