-47.2%
GGLL vs NVDX
-50.7%
+3.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.0% | +12.5% | +4.9% |
| 7D | +11.5% | -17.5% | +29.1% | +14.5% |
| 30D | -31.2% | -49.2% | +18.0% | -23.2% |
| 3M | -28.7% | -49.3% | +20.7% | -20.4% |
| 6M | -47.2% | -52.0% | +4.8% | -42.3% |
| All | -47.2% | -50.7% | +3.5% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling