-16.0%
NOW vs GGLL
+151.4%
-167.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.5% | -4.9% |
| 7D | -6.7% | -1.3% | -5.4% | -6.4% |
| 30D | -25.8% | -36.3% | +10.4% | -17.8% |
| 3M | -12.7% | -42.7% | +30.0% | -1.7% |
| 6M | +11.2% | -53.1% | +64.3% | +28.0% |
| YTD | -33.2% | -32.1% | -1.1% | -29.2% |
| 1Y | -41.8% | -20.1% | -21.7% | -41.0% |
| All | -16.0% | +151.4% | -167.4% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling