+79.5%
NVS vs GGLL
+253.9%
-174.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.9% |
| 7D | +4.0% | -4.8% | +8.8% | +4.1% |
| 30D | +3.6% | -13.7% | +17.3% | +3.7% |
| 3M | +7.8% | -21.9% | +29.7% | +8.0% |
| 6M | -0.2% | +11.7% | -11.8% | -0.2% |
| YTD | +19.6% | +2.3% | +17.3% | +19.4% |
| 1Y | +28.4% | +76.2% | -47.8% | +28.9% |
| All | +79.5% | +253.9% | -174.4% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling