+210.8%
GGLL vs NTRS
+115.5%
+95.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +7.7% | +3.2% | +4.5% | +5.9% |
| 30D | -30.2% | +9.6% | -39.8% | -33.5% |
| 3M | -31.3% | -6.0% | -25.3% | -29.2% |
| 6M | -52.1% | +10.4% | -62.5% | -54.6% |
| YTD | -25.9% | +32.5% | -58.3% | -36.7% |
| 1Y | -8.5% | +41.2% | -49.6% | -24.5% |
| 3Y | +165.5% | +173.4% | -7.9% | +56.3% |
| All | +210.8% | +115.5% | +95.3% | +112.0% |
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