+383.0%
NVT vs GGLL
+313.5%
+69.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | +2.0% | -5.8% | +7.8% | +3.3% |
| 30D | -7.2% | -7.2% | 0.0% | -5.8% |
| 3M | -0.9% | -17.5% | +16.6% | +1.7% |
| 6M | +42.6% | +5.1% | +37.5% | +36.4% |
| YTD | +52.9% | -1.3% | +54.2% | +47.8% |
| 1Y | +64.5% | +60.2% | +4.3% | +41.0% |
| 3Y | +178.0% | +230.8% | -52.8% | +92.0% |
| All | +383.0% | +313.5% | +69.4% | +222.3% |
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