+227.8%
VST vs GGLL
+151.4%
+76.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.5% | -1.7% | -5.1% |
| 7D | -19.9% | -1.3% | -18.6% | -19.8% |
| 30D | -29.7% | -36.3% | +6.6% | -22.5% |
| 3M | -19.6% | -42.7% | +23.1% | -9.5% |
| 6M | -29.4% | -53.1% | +23.7% | -17.7% |
| YTD | -29.7% | -32.1% | +2.4% | -28.0% |
| 1Y | -40.0% | -20.1% | -20.0% | -42.4% |
| All | +227.8% | +151.4% | +76.4% | +122.5% |
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