+18.8%
NVDL vs GGLL
+64.4%
-45.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.1% |
| 7D | -10.3% | -0.3% | -10.0% | -10.3% |
| 30D | -7.1% | -4.0% | -3.2% | -6.3% |
| 3M | +6.6% | -15.5% | +22.1% | +10.2% |
| 6M | +21.1% | +7.6% | +13.5% | +9.5% |
| YTD | +15.2% | +2.0% | +13.3% | +5.1% |
| 1Y | +18.8% | +63.9% | -45.2% | -9.2% |
| All | +18.8% | +64.4% | -45.7% | -9.2% |
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