+189.4%
NXT vs GGLL
+157.4%
+32.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.7% |
| 7D | +4.0% | +5.1% | -1.1% | +3.1% |
| 30D | +15.9% | -35.5% | +51.4% | +25.3% |
| 3M | -3.0% | -39.2% | +36.1% | +5.7% |
| 6M | -20.7% | -54.4% | +33.7% | -9.6% |
| YTD | +14.6% | -29.8% | +44.4% | +18.7% |
| 1Y | -7.1% | -20.4% | +13.3% | -6.2% |
| 3Y | +189.4% | +149.7% | +39.7% | +132.1% |
| All | +189.4% | +157.4% | +32.0% | +132.1% |
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 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