+32.3%
NVS vs GGLL
-17.3%
+49.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +2.5% | +5.1% | -2.6% | +2.4% |
| 30D | +13.6% | -35.5% | +49.1% | +14.4% |
| 3M | +4.1% | -39.2% | +43.3% | +5.0% |
| 6M | +11.8% | -54.4% | +66.2% | +15.3% |
| YTD | +22.0% | -29.8% | +51.9% | +20.1% |
| 1Y | +32.3% | -20.4% | +52.7% | +28.2% |
| All | +32.3% | -17.3% | +49.6% | +28.2% |
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