+240.8%
GGLL vs NVDX
+833.4%
-592.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.8% |
| 7D | +1.9% | +7.3% | -5.4% | +0.2% |
| 30D | -9.7% | -0.9% | -8.8% | -10.4% |
| 3M | -18.0% | +8.4% | -26.4% | -20.9% |
| 6M | +15.3% | +38.2% | -22.9% | +3.4% |
| YTD | +2.2% | +19.3% | -17.1% | -6.2% |
| 1Y | +73.1% | +33.3% | +39.8% | +52.5% |
| All | +240.8% | +833.4% | -592.6% | +25.8% |
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