+10.6%
NVS vs GGLL
+64.8%
-54.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.4% | 0.0% |
| 7D | -15.4% | -3.9% | -11.5% | -15.3% |
| 30D | -12.3% | -15.4% | +3.0% | -11.9% |
| 3M | -7.8% | -21.9% | +14.1% | -7.1% |
| 6M | -13.0% | +4.5% | -17.5% | -14.0% |
| YTD | +2.8% | -2.4% | +5.2% | +1.5% |
| 1Y | +10.6% | +57.8% | -47.2% | +9.8% |
| All | +10.6% | +64.8% | -54.2% | +9.8% |
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