+3.4%
NU vs GGLL
+80.0%
-76.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | +7.5% | -4.8% | +12.3% | +8.4% |
| 30D | +6.1% | -13.7% | +19.8% | +9.0% |
| 3M | +26.8% | -21.9% | +48.7% | +32.0% |
| 6M | +2.5% | +11.7% | -9.2% | -3.7% |
| YTD | -8.2% | +2.3% | -10.5% | -12.4% |
| 1Y | +3.4% | +76.2% | -72.8% | -10.9% |
| All | +3.4% | +80.0% | -76.6% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling