+18.0%
VWO vs GGLL
+58.7%
-40.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.9% |
| 3M | +4.3% | -21.9% | +26.2% | +6.8% |
| 6M | +10.5% | +4.5% | +6.0% | +7.0% |
| YTD | +13.4% | -2.4% | +15.8% | +10.1% |
| All | +18.0% | +58.7% | -40.7% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling