-1.0%
NTR vs GGLL
+313.5%
-314.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.5% |
| 7D | -2.5% | -5.8% | +3.3% | -2.2% |
| 30D | +17.0% | -7.2% | +24.2% | +17.4% |
| 3M | +22.2% | -17.5% | +39.7% | +22.9% |
| 6M | +5.2% | +5.1% | +0.1% | +3.8% |
| YTD | +29.7% | -1.3% | +31.0% | +28.3% |
| 1Y | +39.4% | +60.2% | -20.8% | +31.9% |
| 3Y | +38.2% | +230.8% | -192.6% | +14.8% |
| All | -1.0% | +313.5% | -314.5% | -22.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling