-6.1%
NVO vs GGLL
+309.0%
-315.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.9% |
| 7D | -4.7% | -3.9% | -0.8% | -4.4% |
| 30D | -5.4% | -15.4% | +9.9% | -4.0% |
| 3M | +7.0% | -21.9% | +28.9% | +8.7% |
| 6M | +17.6% | +4.5% | +13.1% | +15.3% |
| YTD | -8.0% | -2.4% | -5.6% | -9.2% |
| 1Y | -13.8% | +57.8% | -71.6% | -19.3% |
| 3Y | -50.3% | +227.2% | -277.5% | -58.0% |
| All | -6.1% | +309.0% | -315.1% | -17.6% |
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