+56.5%
NVTS vs GGLL
+188.6%
-132.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.4% | +8.1% | +8.9% |
| 7D | +1.5% | +3.1% | -1.6% | +0.6% |
| 30D | -23.8% | -36.3% | +12.5% | -6.9% |
| 3M | -30.6% | -40.4% | +9.8% | -13.7% |
| 6M | -48.4% | -54.6% | +6.2% | -28.5% |
| YTD | +20.6% | -31.1% | +51.7% | +29.8% |
| 1Y | -2.5% | -19.2% | +16.6% | -4.4% |
| 3Y | +44.0% | +151.5% | -107.5% | -30.8% |
| All | +56.5% | +188.6% | -132.1% | -36.4% |
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