+128.7%
NYT vs GGLL
+313.5%
-184.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -0.7% | -5.8% | +5.0% | -0.1% |
| 30D | +4.5% | -7.2% | +11.7% | +5.3% |
| 3M | -8.5% | -17.5% | +9.0% | -7.0% |
| 6M | -15.1% | +5.1% | -20.1% | -16.2% |
| YTD | -3.3% | -1.3% | -2.0% | -4.0% |
| 1Y | +17.0% | +60.2% | -43.2% | +9.6% |
| 3Y | +55.7% | +230.8% | -175.2% | +31.1% |
| All | +128.7% | +313.5% | -184.8% | +91.5% |
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