-14.0%
NVDA vs GGLL
-15.1%
+1.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.5% | -7.9% | -4.8% |
| 7D | -8.5% | +11.5% | -20.0% | -9.8% |
| 30D | -27.3% | -31.2% | +4.0% | -24.2% |
| 3M | -25.8% | -28.7% | +2.9% | -23.1% |
| 6M | -24.6% | -47.2% | +22.6% | -18.9% |
| YTD | -10.7% | -24.3% | +13.6% | -13.0% |
| 1Y | -14.0% | -12.0% | -2.0% | -17.7% |
| All | -14.0% | -15.1% | +1.0% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling