+10.7%
VTEB vs GGLL
+313.5%
-302.8%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -1.2% | -5.8% | +4.5% | -1.2% |
| 30D | -2.9% | -7.2% | +4.3% | -2.8% |
| 3M | -3.2% | -17.5% | +14.4% | -3.1% |
| 6M | -2.6% | +5.1% | -7.7% | -2.8% |
| YTD | -1.8% | -1.3% | -0.5% | -1.9% |
| 1Y | +0.2% | +60.2% | -60.0% | -0.2% |
| 3Y | +8.2% | +230.8% | -222.6% | +6.8% |
| All | +10.7% | +313.5% | -302.8% | +9.0% |
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