+86.0%
VXUS vs GGLL
+194.0%
-108.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.5% | +5.1% | -4.6% | -0.1% |
| 30D | -2.5% | -35.5% | +32.9% | +2.1% |
| 3M | -4.6% | -39.2% | +34.5% | +0.4% |
| 6M | -2.6% | -54.4% | +51.7% | +5.5% |
| YTD | +10.4% | -29.8% | +40.2% | +12.3% |
| 1Y | +12.9% | -20.4% | +33.3% | +12.7% |
| 3Y | +68.4% | +149.7% | -81.3% | +37.8% |
| All | +86.0% | +194.0% | -108.0% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling