+212.0%
NXT vs GGLL
+274.2%
-62.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | -9.4% | +7.7% | -17.1% | -10.8% |
| 30D | +15.1% | -30.2% | +45.3% | +22.5% |
| 3M | -9.1% | -31.3% | +22.2% | -3.2% |
| 6M | -30.3% | -52.1% | +21.8% | -21.2% |
| YTD | +9.1% | -25.9% | +34.9% | +11.7% |
| 1Y | +7.9% | -8.5% | +16.3% | +5.6% |
| 3Y | +176.5% | +165.5% | +10.9% | +109.9% |
| All | +212.0% | +274.2% | -62.3% | +106.8% |
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