+201.2%
NU vs GGLL
+309.0%
-107.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.4% | -1.1% |
| 7D | -2.6% | -3.9% | +1.3% | -1.7% |
| 30D | +8.2% | -15.4% | +23.6% | +12.3% |
| 3M | +26.3% | -21.9% | +48.2% | +31.7% |
| 6M | +2.2% | +4.5% | -2.3% | -1.9% |
| YTD | -10.4% | -2.4% | -8.0% | -12.9% |
| 1Y | -3.0% | +57.8% | -60.8% | -17.3% |
| 3Y | +120.3% | +227.2% | -106.9% | +45.8% |
| All | +201.2% | +309.0% | -107.8% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling