+96.9%
NVS vs GGLL
+328.4%
-231.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.1% | -13.9% | -13.9% |
| 7D | -14.6% | +1.9% | -16.5% | -14.6% |
| 30D | -11.9% | -9.7% | -2.2% | -11.8% |
| 3M | -6.0% | -18.0% | +12.1% | -5.8% |
| 6M | -11.4% | +15.3% | -26.6% | -11.6% |
| YTD | +2.9% | +2.2% | +0.7% | +2.7% |
| 1Y | +10.2% | +73.1% | -62.8% | +9.7% |
| 3Y | +55.3% | +242.7% | -187.4% | +52.0% |
| All | +96.9% | +328.4% | -231.5% | +93.9% |
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