+41.6%
NTR vs GGLL
+247.9%
-206.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.8% | +1.9% | +2.0% | +3.8% |
| 30D | +25.2% | -9.7% | +35.0% | +25.3% |
| 3M | +21.0% | -18.0% | +39.0% | +21.2% |
| 6M | +7.6% | +15.3% | -7.7% | +7.0% |
| YTD | +32.9% | +2.2% | +30.7% | +32.4% |
| 1Y | +43.1% | +73.1% | -30.0% | +39.2% |
| 3Y | +41.6% | +242.7% | -201.1% | +27.5% |
| All | +41.6% | +247.9% | -206.3% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling