+83.3%
VTV vs GGLL
+328.7%
-245.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | +0.5% | -4.8% | +5.3% | +0.9% |
| 30D | +1.1% | -13.7% | +14.8% | +2.2% |
| 3M | +5.9% | -21.9% | +27.7% | +7.5% |
| 6M | +11.6% | +11.7% | 0.0% | +9.1% |
| YTD | +19.8% | +2.3% | +17.5% | +17.9% |
| 1Y | +26.2% | +76.2% | -49.9% | +17.4% |
| 3Y | +68.5% | +245.0% | -176.5% | +40.1% |
| All | +83.3% | +328.7% | -245.3% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling