+114.2%
VUG vs GGLL
+194.0%
-79.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -1.2% | +5.1% | -6.3% | -2.3% |
| 30D | -8.9% | -35.5% | +26.6% | -0.2% |
| 3M | -5.9% | -39.2% | +33.2% | +4.1% |
| 6M | -3.3% | -54.4% | +51.1% | +13.1% |
| YTD | +3.4% | -29.8% | +33.3% | +6.8% |
| 1Y | +1.9% | -20.4% | +22.3% | +1.1% |
| 3Y | +76.9% | +149.7% | -72.8% | +15.9% |
| All | +114.2% | +194.0% | -79.8% | +27.9% |
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