+47.0%
NBIX vs GGLL
+309.0%
-262.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.4% |
| 7D | -1.7% | -3.9% | +2.2% | -1.4% |
| 30D | -5.9% | -15.4% | +9.4% | -4.7% |
| 3M | -6.1% | -21.9% | +15.8% | -4.7% |
| 6M | +19.4% | +4.5% | +14.9% | +17.5% |
| YTD | +9.4% | -2.4% | +11.8% | +8.1% |
| 1Y | +7.6% | +57.8% | -50.2% | +1.2% |
| 3Y | +42.0% | +227.2% | -185.2% | +23.6% |
| All | +47.0% | +309.0% | -262.1% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling