+177.4%
NXT vs GGLL
+416.2%
-238.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | -1.1% | -4.8% | +3.7% | -0.2% |
| 30D | -15.3% | -13.7% | -1.6% | -13.1% |
| 3M | -43.8% | -21.9% | -21.9% | -41.6% |
| 6M | -18.7% | +11.7% | -30.3% | -22.2% |
| YTD | -3.0% | +2.3% | -5.3% | -5.9% |
| 1Y | +22.7% | +76.2% | -53.4% | +7.2% |
| 3Y | +95.9% | +245.0% | -149.1% | +42.2% |
| All | +177.4% | +416.2% | -238.8% | +74.2% |
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