-98.6%
NVD vs GGLL
+176.8%
-275.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.5% | +5.5% | +10.9% |
| 7D | +17.0% | +11.5% | +5.5% | +24.1% |
| 30D | +77.3% | -31.2% | +108.5% | +47.6% |
| 3M | +61.6% | -28.7% | +90.3% | +37.7% |
| 6M | +40.7% | -47.2% | +87.8% | +3.9% |
| YTD | -10.5% | -24.3% | +13.8% | -12.5% |
| 1Y | -6.1% | -12.0% | +5.9% | +3.9% |
| 3Y | -98.4% | +169.6% | -268.0% | -93.5% |
| All | -98.6% | +176.8% | -275.4% | -93.8% |
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