+88.1%
VT vs GGLL
+184.7%
-96.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.4% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | -5.8% | -36.3% | +30.5% | -0.2% |
| 3M | -5.2% | -42.7% | +37.4% | +1.8% |
| 6M | +0.1% | -53.1% | +53.2% | +9.8% |
| YTD | +8.2% | -32.1% | +40.3% | +10.8% |
| 1Y | +10.1% | -20.1% | +30.2% | +9.3% |
| 3Y | +69.7% | +151.7% | -82.0% | +29.8% |
| All | +88.1% | +184.7% | -96.6% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling