+191.2%
NVT vs GGLL
+247.9%
-56.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +10.4% | +1.9% | +8.5% | +9.9% |
| 30D | -1.3% | -9.7% | +8.5% | +0.7% |
| 3M | -0.6% | -18.0% | +17.4% | +2.4% |
| 6M | +53.8% | +15.3% | +38.5% | +42.9% |
| YTD | +60.2% | +2.2% | +58.0% | +52.8% |
| 1Y | +76.8% | +73.1% | +3.7% | +45.7% |
| 3Y | +191.2% | +242.7% | -51.5% | +88.9% |
| All | +191.2% | +247.9% | -56.7% | +88.9% |
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 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