+10.1%
VT vs GGLL
-16.9%
+27.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.6% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | -5.8% | -36.3% | +30.5% | -1.8% |
| 3M | -5.2% | -42.7% | +37.4% | -0.2% |
| 6M | +0.1% | -53.1% | +53.2% | +7.6% |
| YTD | +8.2% | -32.1% | +40.3% | +8.3% |
| 1Y | +10.1% | -20.1% | +30.2% | +8.1% |
| All | +10.1% | -16.9% | +27.0% | +8.1% |
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