+548.8%
NTRA vs GGLL
+313.5%
+235.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -0.5% | -5.8% | +5.3% | +0.9% |
| 30D | +4.3% | -7.2% | +11.5% | +6.0% |
| 3M | +50.6% | -17.5% | +68.2% | +54.9% |
| 6M | +63.9% | +5.1% | +58.9% | +55.9% |
| YTD | +42.4% | -1.3% | +43.7% | +37.0% |
| 1Y | +92.1% | +60.2% | +31.9% | +61.1% |
| 3Y | +501.7% | +230.8% | +270.9% | +282.7% |
| All | +548.8% | +313.5% | +235.3% | +274.2% |
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