+96.1%
VT vs GGLL
+198.0%
-101.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +0.8% |
| 7D | -0.3% | -23.1% | +22.8% | +2.8% |
| 30D | -1.4% | -32.9% | +31.5% | +3.7% |
| 3M | -1.4% | -44.9% | +43.5% | +6.5% |
| 6M | +5.5% | -49.5% | +55.0% | +14.4% |
| YTD | +12.8% | -28.9% | +41.7% | +14.8% |
| 1Y | +15.4% | -12.2% | +27.6% | +12.9% |
| 3Y | +76.9% | +163.5% | -86.6% | +34.4% |
| All | +96.1% | +198.0% | -101.9% | +43.5% |
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 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