+101.7%
VTRS vs GGLL
+327.4%
-225.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.5% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +3.3% | -4.0% | +7.3% | +3.7% |
| 3M | +2.0% | -15.5% | +17.5% | +3.0% |
| 6M | +19.9% | +7.6% | +12.3% | +17.1% |
| YTD | +35.7% | +2.0% | +33.8% | +33.1% |
| 1Y | +68.1% | +63.9% | +4.1% | +55.8% |
| 3Y | +87.1% | +239.7% | -152.6% | +51.6% |
| All | +101.7% | +327.4% | -225.7% | +60.7% |
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