-12.2%
GGLL vs NTRS
+43.5%
-55.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +5.1% |
| 7D | -23.1% | +3.6% | -26.7% | -24.3% |
| 30D | -32.9% | +4.3% | -37.2% | -34.2% |
| 3M | -44.9% | -1.9% | -42.9% | -44.7% |
| 6M | -49.5% | +11.4% | -61.0% | -51.9% |
| YTD | -28.9% | +32.3% | -61.2% | -37.8% |
| 1Y | -12.2% | +42.5% | -54.7% | -25.3% |
| All | -12.2% | +43.5% | -55.7% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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