+82.1%
VXUS vs GGLL
+188.6%
-106.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | 0.0% |
| 7D | -1.8% | +3.1% | -4.9% | -2.1% |
| 30D | -4.6% | -36.3% | +31.8% | +0.1% |
| 3M | -6.1% | -40.4% | +34.3% | -0.9% |
| 6M | -4.9% | -54.6% | +49.7% | +3.1% |
| YTD | +8.1% | -31.1% | +39.2% | +10.2% |
| 1Y | +12.1% | -19.2% | +31.3% | +11.7% |
| 3Y | +63.9% | +151.5% | -87.7% | +33.9% |
| All | +82.1% | +188.6% | -106.5% | +44.7% |
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