+498.0%
NTRA vs GGLL
+247.9%
+250.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | +0.6% | -9.7% | +10.4% | +2.7% |
| 3M | +51.8% | -18.0% | +69.9% | +56.2% |
| 6M | +63.6% | +15.3% | +48.3% | +53.2% |
| YTD | +41.5% | +2.2% | +39.3% | +35.6% |
| 1Y | +93.6% | +73.1% | +20.6% | +63.1% |
| 3Y | +498.0% | +242.7% | +255.3% | +322.0% |
| All | +498.0% | +247.9% | +250.1% | +322.0% |
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