+692.2%
NVDL vs GGLL
+247.9%
+444.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +7.3% | +1.9% | +5.4% | +6.2% |
| 30D | -0.7% | -9.7% | +9.1% | +4.3% |
| 3M | +9.5% | -18.0% | +27.5% | +17.8% |
| 6M | +41.6% | +15.3% | +26.4% | +16.3% |
| YTD | +23.3% | +2.2% | +21.1% | +8.1% |
| 1Y | +40.3% | +73.1% | -32.8% | -18.6% |
| 3Y | +692.2% | +242.7% | +449.5% | +151.3% |
| All | +692.2% | +247.9% | +444.3% | +151.3% |
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 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