+66.2%
NI vs GGLL
+188.6%
-122.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.7% |
| 7D | -0.9% | +3.1% | -4.0% | -1.0% |
| 30D | +9.6% | -36.3% | +46.0% | +10.8% |
| 3M | +2.5% | -40.4% | +42.8% | +3.8% |
| 6M | -5.8% | -54.6% | +48.8% | -3.7% |
| YTD | +8.6% | -31.1% | +39.7% | +8.6% |
| 1Y | +6.0% | -19.2% | +25.2% | +5.1% |
| 3Y | +91.0% | +151.5% | -60.5% | +72.4% |
| All | +66.2% | +188.6% | -122.4% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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