-9.7%
NTR vs GGLL
+217.5%
-227.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.7% |
| 7D | -1.4% | +11.5% | -12.9% | -1.8% |
| 30D | +2.2% | -31.2% | +33.4% | +3.5% |
| 3M | +6.8% | -28.7% | +35.5% | +7.9% |
| 6M | +0.6% | -47.2% | +47.8% | +2.8% |
| YTD | +18.2% | -24.3% | +42.4% | +17.8% |
| 1Y | +21.3% | -12.0% | +33.3% | +19.2% |
| 3Y | +46.6% | +169.6% | -123.0% | +21.9% |
| All | -9.7% | +217.5% | -227.2% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling