-13.4%
NVO vs GGLL
+206.6%
-220.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.6% |
| 7D | -2.6% | +2.9% | -5.5% | -2.8% |
| 30D | +6.5% | -33.1% | +39.6% | +9.9% |
| 3M | -11.8% | -31.2% | +19.4% | -9.3% |
| 6M | -10.3% | -49.4% | +39.0% | -5.6% |
| YTD | -15.2% | -26.8% | +11.6% | -14.7% |
| 1Y | -12.2% | -17.7% | +5.5% | -12.9% |
| 3Y | -55.7% | +160.4% | -216.1% | -62.0% |
| All | -13.4% | +206.6% | -220.0% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling