+73.9%
VT vs GGLL
+147.1%
-73.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.6% | -25.7% | +24.1% | +1.5% |
| 30D | -2.5% | -35.9% | +33.4% | +2.5% |
| 3M | -1.3% | -47.2% | +45.9% | +6.2% |
| 6M | +3.1% | -53.2% | +56.3% | +11.9% |
| YTD | +10.9% | -33.2% | +44.2% | +13.4% |
| 1Y | +12.1% | -21.3% | +33.3% | +11.5% |
| All | +73.9% | +147.1% | -73.2% | +42.9% |
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 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