+113.0%
NVTS vs GGLL
+80.0%
+33.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +7.2% |
| 7D | +2.7% | -4.8% | +7.5% | +4.5% |
| 30D | -4.5% | -13.7% | +9.2% | +0.5% |
| 3M | -61.5% | -21.9% | -39.7% | -57.9% |
| 6M | +28.0% | +11.7% | +16.3% | +9.3% |
| YTD | +65.3% | +2.3% | +63.0% | +44.8% |
| 1Y | +113.0% | +76.2% | +36.8% | +25.5% |
| All | +113.0% | +80.0% | +33.0% | +25.5% |
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