+110.0%
VUG vs GGLL
+188.6%
-78.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -3.4% | +3.1% | -6.5% | -4.1% |
| 30D | -11.1% | -36.3% | +25.2% | -2.3% |
| 3M | -7.2% | -40.4% | +33.1% | +3.1% |
| 6M | -4.1% | -54.6% | +50.5% | +12.2% |
| YTD | +1.4% | -31.1% | +32.5% | +5.1% |
| 1Y | +1.9% | -19.2% | +21.1% | +0.5% |
| 3Y | +77.7% | +151.5% | -73.8% | +15.9% |
| All | +110.0% | +188.6% | -78.6% | +25.9% |
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 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