+87.1%
VTV vs GGLL
+206.6%
-119.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.2% | +0.7% |
| 7D | -0.4% | +2.9% | -3.3% | -0.6% |
| 30D | +3.9% | -33.1% | +37.0% | +6.6% |
| 3M | +2.6% | -31.2% | +33.7% | +4.9% |
| 6M | +11.5% | -49.4% | +60.9% | +16.3% |
| YTD | +22.3% | -26.8% | +49.1% | +22.7% |
| 1Y | +24.5% | -17.7% | +42.2% | +23.3% |
| 3Y | +78.8% | +160.4% | -81.7% | +51.0% |
| All | +87.1% | +206.6% | -119.6% | +55.1% |
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