+557.1%
NTRA vs GGLL
+309.0%
+248.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +3.0% |
| 7D | +1.6% | -3.9% | +5.5% | +2.5% |
| 30D | +3.8% | -15.4% | +19.1% | +7.7% |
| 3M | +48.2% | -21.9% | +70.1% | +54.6% |
| 6M | +61.0% | +4.5% | +56.5% | +53.3% |
| YTD | +44.2% | -2.4% | +46.6% | +39.1% |
| 1Y | +87.3% | +57.8% | +29.5% | +57.7% |
| 3Y | +509.4% | +227.2% | +282.2% | +288.6% |
| All | +557.1% | +309.0% | +248.1% | +279.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling