+165.5%
GGLL vs NVDX
+265.5%
-99.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.2% |
| 7D | +7.7% | -24.7% | +32.4% | +14.1% |
| 30D | -30.2% | -48.2% | +17.9% | -20.0% |
| 3M | -31.3% | -51.9% | +20.6% | -20.7% |
| 6M | -52.1% | -55.6% | +3.6% | -44.5% |
| YTD | -25.9% | -41.5% | +15.7% | -21.0% |
| 1Y | -8.5% | -44.0% | +35.5% | -1.9% |
| 3Y | +165.5% | +262.2% | -96.7% | +65.5% |
| All | +165.5% | +265.5% | -99.9% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling