+235.9%
NVDA vs GGLL
+166.5%
+69.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -12.7% | +7.7% | -20.4% | -14.5% |
| 30D | -26.4% | -30.2% | +3.8% | -20.0% |
| 3M | -27.6% | -31.3% | +3.6% | -21.4% |
| 6M | -27.7% | -52.1% | +24.4% | -14.1% |
| YTD | -12.5% | -25.9% | +13.4% | -12.0% |
| 1Y | -12.6% | -8.5% | -4.2% | -19.3% |
| 3Y | +235.9% | +165.5% | +70.4% | +89.9% |
| All | +235.9% | +166.5% | +69.4% | +89.9% |
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 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