+15.7%
NOW vs GGLL
+195.8%
-180.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.1% |
| 7D | -3.1% | +6.3% | -9.4% | -4.7% |
| 30D | -27.0% | -35.1% | +8.0% | -18.0% |
| 3M | -17.7% | -37.7% | +20.0% | -6.9% |
| 6M | +12.7% | -54.1% | +66.8% | +34.7% |
| YTD | -32.9% | -29.4% | -3.5% | -29.3% |
| 1Y | -40.4% | -13.4% | -27.0% | -41.2% |
| 3Y | -17.1% | +158.3% | -175.4% | -48.4% |
| All | +15.7% | +195.8% | -180.1% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling