+313.5%
GGLL vs NTRS
+126.3%
+187.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.4% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | -7.2% | +0.2% | -7.4% | -7.3% |
| 3M | -17.5% | +13.2% | -30.8% | -22.8% |
| 6M | +5.1% | +36.9% | -31.9% | -11.2% |
| YTD | -1.3% | +39.1% | -40.4% | -17.7% |
| 1Y | +60.2% | +50.4% | +9.8% | +28.0% |
| 3Y | +230.8% | +166.8% | +64.0% | +96.5% |
| All | +313.5% | +126.3% | +187.2% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling