+244.4%
NXT vs GGLL
+247.6%
-3.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +4.0% | +5.1% |
| 7D | +32.2% | +3.1% | +29.1% | +31.6% |
| 30D | +21.9% | -36.3% | +58.3% | +32.3% |
| 3M | +6.6% | -40.4% | +46.9% | +16.7% |
| 6M | -16.8% | -54.6% | +37.8% | -4.9% |
| YTD | +20.4% | -31.1% | +51.6% | +25.3% |
| 1Y | -1.5% | -19.2% | +17.7% | -1.0% |
| 3Y | +182.4% | +151.5% | +30.9% | +116.8% |
| All | +244.4% | +247.6% | -3.2% | +131.9% |
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