-10.8%
NVTS vs GGLL
-11.6%
+0.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.5% | +2.5% | +6.9% |
| 7D | -0.3% | -23.1% | +22.8% | +6.7% |
| 30D | -24.4% | -32.9% | +8.5% | -15.1% |
| 3M | -26.5% | -44.9% | +18.4% | -12.3% |
| 6M | -41.4% | -49.5% | +8.1% | -28.6% |
| YTD | +30.7% | -28.9% | +59.6% | +27.5% |
| 1Y | -10.8% | -12.2% | +1.4% | -29.6% |
| All | -10.8% | -11.6% | +0.8% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling