-45.4%
NVDL vs GGLL
-50.7%
+5.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.5% | +4.8% |
| 7D | -26.2% | +2.9% | -29.1% | -26.5% |
| 30D | -43.2% | -33.1% | -10.1% | -38.3% |
| 3M | -40.5% | -31.2% | -9.4% | -36.0% |
| 6M | -45.4% | -49.4% | +3.9% | -34.2% |
| All | -45.4% | -50.7% | +5.2% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling