+125.0%
NVT vs GGLL
+152.2%
-27.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -13.0% | +5.1% | -18.1% | -13.9% |
| 30D | -32.7% | -35.5% | +2.8% | -26.7% |
| 3M | -30.6% | -39.2% | +8.6% | -23.8% |
| 6M | -33.6% | -54.4% | +20.8% | -23.1% |
| YTD | +11.0% | -29.8% | +40.9% | +13.6% |
| 1Y | +0.8% | -20.4% | +21.2% | -0.5% |
| All | +125.0% | +152.2% | -27.2% | +69.1% |
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