+24.3%
VTV vs GGLL
-17.3%
+41.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | 0.0% | +5.1% | -5.1% | -0.1% |
| 30D | +3.2% | -35.5% | +38.7% | +4.4% |
| 3M | +1.7% | -39.2% | +40.8% | +3.0% |
| 6M | +11.0% | -54.4% | +65.4% | +14.1% |
| YTD | +21.0% | -29.8% | +50.9% | +19.7% |
| 1Y | +24.3% | -20.4% | +44.7% | +22.1% |
| All | +24.3% | -17.3% | +41.6% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling