+32.9%
VSH vs GGLL
+188.6%
-155.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.3% |
| 7D | -12.9% | +3.1% | -16.0% | -13.6% |
| 30D | -36.9% | -36.3% | -0.5% | -29.3% |
| 3M | -28.8% | -40.4% | +11.6% | -19.4% |
| 6M | -30.3% | -54.6% | +24.3% | -15.8% |
| YTD | +62.4% | -31.1% | +93.5% | +70.4% |
| 1Y | +62.5% | -19.2% | +81.7% | +61.5% |
| 3Y | +7.4% | +151.5% | -144.1% | -31.2% |
| All | +32.9% | +188.6% | -155.7% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling