+567.5%
NTRA vs GGLL
+157.4%
+410.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -19.7% | +5.1% | -24.8% | -20.5% |
| 30D | -22.1% | -35.5% | +13.3% | -15.9% |
| 3M | -2.0% | -39.2% | +37.1% | +6.8% |
| 6M | +60.6% | -54.4% | +115.0% | +84.0% |
| YTD | +36.2% | -29.8% | +66.0% | +38.7% |
| 1Y | +51.0% | -20.4% | +71.4% | +48.7% |
| 3Y | +567.5% | +149.7% | +417.7% | +419.6% |
| All | +567.5% | +157.4% | +410.1% | +419.6% |
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