+133.5%
NVS vs GGLL
+194.0%
-60.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +2.5% | +5.1% | -2.6% | +2.5% |
| 30D | +13.6% | -35.5% | +49.1% | +13.9% |
| 3M | +4.1% | -39.2% | +43.3% | +4.5% |
| 6M | +11.8% | -54.4% | +66.2% | +12.7% |
| YTD | +22.0% | -29.8% | +51.9% | +22.0% |
| 1Y | +32.3% | -20.4% | +52.7% | +32.1% |
| 3Y | +93.6% | +149.7% | -56.1% | +89.7% |
| All | +133.5% | +194.0% | -60.6% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling