+70.1%
VWO vs GGLL
+309.0%
-238.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | 0.0% |
| 7D | +0.2% | -3.9% | +4.1% | +0.6% |
| 30D | +0.9% | -15.4% | +16.3% | +2.8% |
| 3M | +4.3% | -21.9% | +26.2% | +6.6% |
| 6M | +10.5% | +4.5% | +6.0% | +8.3% |
| YTD | +13.4% | -2.4% | +15.8% | +11.7% |
| 1Y | +18.6% | +57.8% | -39.2% | +9.6% |
| 3Y | +65.8% | +227.2% | -161.4% | +34.1% |
| All | +70.1% | +309.0% | -238.9% | +32.9% |
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