+2,494.8%
NVDL vs GGLL
+405.5%
+2,089.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -5.3% |
| 7D | -8.7% | -5.8% | -2.9% | -5.6% |
| 30D | -1.3% | -7.2% | +5.9% | +2.3% |
| 3M | +11.4% | -17.5% | +28.9% | +19.0% |
| 6M | +22.9% | +5.1% | +17.8% | +6.9% |
| YTD | +15.4% | -1.3% | +16.8% | +3.2% |
| 1Y | +18.8% | +60.2% | -41.5% | -27.1% |
| 3Y | +641.4% | +230.8% | +410.6% | +149.3% |
| All | +2,494.8% | +405.5% | +2,089.3% | +518.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling