-98.8%
NVD vs GGLL
+154.9%
-253.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -4.7% |
| 7D | +16.8% | +3.1% | +13.7% | +19.1% |
| 30D | +54.3% | -36.3% | +90.7% | +23.9% |
| 3M | +24.3% | -40.4% | +64.6% | -3.8% |
| 6M | +0.6% | -54.6% | +55.2% | -31.5% |
| YTD | -27.7% | -31.1% | +3.4% | -32.6% |
| 1Y | -29.4% | -19.2% | -10.2% | -24.4% |
| 3Y | -98.8% | +151.5% | -250.4% | -95.5% |
| All | -98.8% | +154.9% | -253.8% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling