+85.2%
VTV vs GGLL
+194.0%
-108.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | 0.0% | +5.1% | -5.1% | -0.3% |
| 30D | +3.2% | -35.5% | +38.7% | +6.2% |
| 3M | +1.7% | -39.2% | +40.8% | +4.9% |
| 6M | +11.0% | -54.4% | +65.4% | +16.7% |
| YTD | +21.0% | -29.8% | +50.9% | +21.8% |
| 1Y | +24.3% | -20.4% | +44.7% | +23.3% |
| 3Y | +76.9% | +149.7% | -72.8% | +49.9% |
| All | +85.2% | +194.0% | -108.9% | +54.0% |
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