-20.9%
VST vs GGLL
+80.0%
-100.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.8% |
| 7D | +8.9% | -4.8% | +13.7% | +9.5% |
| 30D | +6.2% | -13.7% | +19.9% | +7.9% |
| 3M | -2.7% | -21.9% | +19.1% | +0.3% |
| 6M | -8.4% | +11.7% | -20.0% | -13.1% |
| YTD | -7.2% | +2.3% | -9.5% | -10.8% |
| 1Y | -20.9% | +76.2% | -97.1% | -38.9% |
| All | -20.9% | +80.0% | -100.9% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling