+60.2%
GGLL vs NVDX
+13.6%
+46.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +2.0% |
| 7D | -5.8% | -8.6% | +2.9% | -4.1% |
| 30D | -7.2% | -1.4% | -5.8% | -7.6% |
| 3M | -17.5% | +10.6% | -28.2% | -20.8% |
| 6M | +5.1% | +20.2% | -15.1% | -4.3% |
| YTD | -1.3% | +11.8% | -13.1% | -8.7% |
| 1Y | +60.2% | +12.9% | +47.3% | +50.0% |
| All | +60.2% | +13.6% | +46.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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