+328.4%
GGLL vs NTRS
+123.5%
+204.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.4% |
| 7D | +1.9% | +1.7% | +0.2% | +1.0% |
| 30D | -9.7% | +0.1% | -9.9% | -9.8% |
| 3M | -18.0% | +9.8% | -27.9% | -22.0% |
| 6M | +15.3% | +34.7% | -19.4% | -1.7% |
| YTD | +2.2% | +37.4% | -35.2% | -14.2% |
| 1Y | +73.1% | +48.2% | +24.9% | +39.4% |
| 3Y | +242.7% | +163.5% | +79.2% | +104.9% |
| All | +328.4% | +123.5% | +204.9% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling