+48.9%
NVTS vs GGLL
+166.5%
-117.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.4% |
| 7D | +3.9% | +7.7% | -3.7% | +0.6% |
| 30D | -4.3% | -30.2% | +25.9% | +11.1% |
| 3M | -34.5% | -31.3% | -3.2% | -24.0% |
| 6M | -57.7% | -52.1% | -5.6% | -43.0% |
| YTD | +25.4% | -25.9% | +51.2% | +29.5% |
| 1Y | +13.1% | -8.5% | +21.6% | +2.5% |
| 3Y | +48.9% | +165.5% | -116.6% | -24.9% |
| All | +48.9% | +166.5% | -117.6% | -24.9% |
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