-20.1%
NVDL vs GGLL
-11.6%
-8.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.5% | -12.6% | -7.7% |
| 7D | -14.0% | -23.1% | +9.1% | -9.3% |
| 30D | -31.2% | -32.9% | +1.7% | -24.6% |
| 3M | -15.5% | -44.9% | +29.4% | -2.6% |
| 6M | -10.3% | -49.5% | +39.3% | +5.3% |
| YTD | -5.8% | -28.9% | +23.1% | -8.2% |
| 1Y | -20.1% | -12.2% | -7.9% | -29.3% |
| All | -20.1% | -11.6% | -8.5% | -29.3% |
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