+1,171.4%
NVDA vs GGLL
+206.6%
+964.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +1.5% |
| 7D | -13.2% | +2.9% | -16.1% | -13.9% |
| 30D | -23.2% | -33.1% | +9.9% | -13.8% |
| 3M | -20.0% | -31.2% | +11.2% | -11.7% |
| 6M | -20.6% | -49.4% | +28.7% | -4.7% |
| YTD | -6.6% | -26.8% | +20.2% | -5.5% |
| 1Y | -9.8% | -17.7% | +7.9% | -14.0% |
| 3Y | +260.5% | +160.4% | +100.1% | +80.4% |
| All | +1,171.4% | +206.6% | +964.7% | +456.5% |
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 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