+327.4%
GGLL vs NTRS
+128.7%
+198.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.3% | +2.8% |
| 7D | -0.3% | +1.4% | -1.7% | -1.0% |
| 30D | -4.0% | -0.7% | -3.3% | -3.6% |
| 3M | -15.5% | +11.3% | -26.8% | -20.2% |
| 6M | +7.6% | +35.5% | -27.9% | -8.5% |
| YTD | +2.0% | +40.6% | -38.6% | -15.4% |
| 1Y | +63.9% | +49.2% | +14.7% | +31.6% |
| 3Y | +239.7% | +167.2% | +72.4% | +101.6% |
| All | +327.4% | +128.7% | +198.6% | +183.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling