-39.8%
NOW vs GGLL
-11.0%
-28.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.1% |
| 7D | +0.3% | +7.7% | -7.4% | -1.5% |
| 30D | -27.0% | -30.2% | +3.3% | -21.6% |
| 3M | -19.6% | -31.3% | +11.6% | -13.9% |
| 6M | +17.5% | -52.1% | +69.6% | +26.1% |
| YTD | -33.3% | -25.9% | -7.4% | -29.6% |
| 1Y | -39.8% | -8.5% | -31.4% | -36.9% |
| All | -39.8% | -11.0% | -28.8% | -36.9% |
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 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