-43.0%
NVDL vs GGLL
-15.1%
-27.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +3.5% | -12.5% | -9.8% |
| 7D | -17.5% | +11.5% | -29.0% | -19.8% |
| 30D | -49.2% | -31.2% | -18.0% | -44.8% |
| 3M | -49.0% | -28.7% | -20.3% | -45.3% |
| 6M | -50.9% | -47.2% | -3.7% | -43.2% |
| YTD | -36.7% | -24.3% | -12.4% | -39.4% |
| 1Y | -43.0% | -12.0% | -31.0% | -47.2% |
| All | -43.0% | -15.1% | -27.9% | -47.2% |
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