+66.8%
VWO vs GGLL
+247.9%
-181.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.7% |
| 30D | +1.3% | -9.7% | +11.0% | +2.4% |
| 3M | +5.1% | -18.0% | +23.1% | +6.8% |
| 6M | +12.5% | +15.3% | -2.7% | +9.1% |
| YTD | +14.0% | +2.2% | +11.8% | +11.8% |
| 1Y | +19.7% | +73.1% | -53.4% | +9.9% |
| 3Y | +66.8% | +242.7% | -175.9% | +35.6% |
| All | +66.8% | +247.9% | -181.1% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling