+16.5%
NYT vs GGLL
-11.6%
+28.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -1.5% |
| 7D | -3.9% | -23.1% | +19.2% | -1.8% |
| 30D | +4.3% | -32.9% | +37.2% | +8.2% |
| 3M | -11.7% | -44.9% | +33.2% | -6.5% |
| 6M | -14.4% | -49.5% | +35.1% | -9.2% |
| YTD | -3.0% | -28.9% | +25.9% | +1.8% |
| 1Y | +16.5% | -12.2% | +28.7% | +24.6% |
| All | +16.5% | -11.6% | +28.2% | +24.6% |
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