+520.6%
NTRA vs GGLL
+194.0%
+326.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -19.7% | +5.1% | -24.8% | -20.6% |
| 30D | -22.1% | -35.5% | +13.3% | -15.1% |
| 3M | -2.0% | -39.2% | +37.1% | +8.0% |
| 6M | +60.6% | -54.4% | +115.0% | +86.8% |
| YTD | +36.2% | -29.8% | +66.0% | +39.5% |
| 1Y | +51.0% | -20.4% | +71.4% | +48.8% |
| 3Y | +567.5% | +149.7% | +417.7% | +346.0% |
| All | +520.6% | +194.0% | +326.6% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling