+114.5%
NVTS vs GGLL
+328.7%
-214.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +7.4% |
| 7D | +2.7% | -4.8% | +7.5% | +5.0% |
| 30D | -4.5% | -13.7% | +9.2% | +1.6% |
| 3M | -61.5% | -21.9% | -39.7% | -57.8% |
| 6M | +28.0% | +11.7% | +16.3% | +12.6% |
| YTD | +65.3% | +2.3% | +63.0% | +50.3% |
| 1Y | +113.0% | +76.2% | +36.8% | +43.5% |
| 3Y | +34.7% | +245.0% | -210.3% | -43.3% |
| All | +114.5% | +328.7% | -214.1% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling