+125.8%
VUG vs GGLL
+328.7%
-202.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | -0.1% | -4.8% | +4.7% | +1.0% |
| 30D | -0.3% | -13.7% | +13.4% | +3.1% |
| 3M | -0.7% | -21.9% | +21.2% | +4.0% |
| 6M | +14.6% | +11.7% | +3.0% | +7.8% |
| YTD | +9.0% | +2.3% | +6.7% | +4.5% |
| 1Y | +14.9% | +76.2% | -61.3% | -6.1% |
| 3Y | +86.0% | +245.0% | -159.0% | +14.5% |
| All | +125.8% | +328.7% | -202.8% | +25.2% |
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