+48.3%
NBIX vs GGLL
+313.5%
-265.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | -1.1% | -5.8% | +4.7% | -0.7% |
| 30D | -3.3% | -7.2% | +3.9% | -2.8% |
| 3M | -2.7% | -17.5% | +14.9% | -1.7% |
| 6M | +20.6% | +5.1% | +15.5% | +18.6% |
| YTD | +10.4% | -1.3% | +11.7% | +9.0% |
| 1Y | +10.8% | +60.2% | -49.4% | +4.1% |
| 3Y | +43.3% | +230.8% | -187.5% | +24.6% |
| All | +48.3% | +313.5% | -265.2% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling