+80.0%
VTV vs GGLL
+313.5%
-233.5%
-14.5%
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% | -0.8% |
| 7D | -2.1% | -5.8% | +3.7% | -1.6% |
| 30D | -1.3% | -7.2% | +5.9% | -0.8% |
| 3M | +5.6% | -17.5% | +23.2% | +6.7% |
| 6M | +12.4% | +5.1% | +7.3% | +10.4% |
| YTD | +17.6% | -1.3% | +19.0% | +16.0% |
| 1Y | +23.5% | +60.2% | -36.7% | +15.9% |
| 3Y | +67.0% | +230.8% | -163.8% | +39.4% |
| All | +80.0% | +313.5% | -233.5% | +46.7% |
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