+1,207.5%
NVDA vs GGLL
+195.8%
+1,011.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -5.1% |
| 7D | -11.6% | +6.3% | -17.9% | -13.4% |
| 30D | -22.1% | -35.1% | +13.0% | -11.7% |
| 3M | -20.1% | -37.7% | +17.5% | -9.0% |
| 6M | -16.8% | -54.1% | +37.3% | +3.3% |
| YTD | -4.0% | -29.4% | +25.5% | -1.7% |
| 1Y | -4.8% | -13.4% | +8.6% | -11.4% |
| 3Y | +281.7% | +158.3% | +123.4% | +90.4% |
| All | +1,207.5% | +195.8% | +1,011.7% | +479.0% |
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