+13.3%
NOW vs GGLL
+217.5%
-204.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.6% | -3.0% |
| 7D | -1.7% | +11.5% | -13.2% | -4.5% |
| 30D | -27.4% | -31.2% | +3.9% | -19.7% |
| 3M | -19.4% | -28.7% | +9.2% | -11.9% |
| 6M | +13.1% | -47.2% | +60.3% | +30.5% |
| YTD | -34.3% | -24.3% | -10.0% | -32.0% |
| 1Y | -41.8% | -12.0% | -29.8% | -42.7% |
| 3Y | -20.7% | +169.6% | -190.3% | -51.1% |
| All | +13.3% | +217.5% | -204.2% | -35.8% |
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