-99.2%
NVD vs GGLL
+256.6%
-355.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | -0.7% |
| 7D | +0.5% | -3.9% | +4.4% | -1.6% |
| 30D | -9.3% | -15.4% | +6.1% | -17.6% |
| 3M | -22.1% | -21.9% | -0.2% | -30.6% |
| 6M | -45.8% | +4.5% | -50.3% | -38.5% |
| YTD | -46.7% | -2.4% | -44.3% | -41.8% |
| 1Y | -59.5% | +57.8% | -117.3% | -34.7% |
| 3Y | -99.2% | +227.2% | -326.4% | -96.2% |
| All | -99.2% | +256.6% | -355.8% | -95.9% |
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 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