-8.2%
NVO vs GGLL
-11.6%
+3.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.6% | +4.5% |
| 7D | +10.2% | -23.1% | +33.3% | +11.5% |
| 30D | +12.4% | -32.9% | +45.3% | +15.0% |
| 3M | -3.5% | -44.9% | +41.4% | +0.1% |
| 6M | -3.8% | -49.5% | +45.8% | +1.6% |
| YTD | -13.0% | -28.9% | +15.9% | -13.4% |
| 1Y | -8.2% | -12.2% | +4.0% | -8.9% |
| All | -8.2% | -11.6% | +3.4% | -8.9% |
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