+2,788.3%
NVDL vs GGLL
+424.0%
+2,364.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +4.0% | +3.0% |
| 7D | +11.7% | -4.8% | +16.4% | +14.8% |
| 30D | +7.8% | -13.7% | +21.5% | +16.3% |
| 3M | +3.3% | -21.9% | +25.2% | +14.7% |
| 6M | +38.9% | +11.7% | +27.2% | +16.5% |
| YTD | +28.5% | +2.3% | +26.2% | +12.6% |
| 1Y | +40.6% | +76.2% | -35.6% | -19.1% |
| 3Y | +648.7% | +245.0% | +403.7% | +145.8% |
| All | +2,788.3% | +424.0% | +2,364.3% | +574.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling