-5.0%
NXT vs GGLL
-15.6%
+10.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.2% |
| 7D | -5.7% | +2.9% | -8.6% | -6.3% |
| 30D | +18.5% | -33.1% | +51.7% | +27.7% |
| 3M | -4.1% | -31.2% | +27.1% | +2.5% |
| 6M | -20.3% | -49.4% | +29.0% | -9.3% |
| YTD | +15.5% | -26.8% | +42.3% | +14.8% |
| 1Y | -5.0% | -17.7% | +12.8% | -9.1% |
| All | -5.0% | -15.6% | +10.6% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling