+18.3%
NOW vs GGLL
+245.5%
-227.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -2.5% |
| 7D | -2.4% | -4.8% | +2.4% | -1.5% |
| 30D | +20.5% | -13.7% | +34.2% | +23.6% |
| 3M | +18.3% | -21.9% | +40.2% | +22.6% |
| 6M | +24.1% | +11.7% | +12.4% | +17.7% |
| YTD | -7.8% | +2.3% | -10.1% | -11.2% |
| 1Y | -21.4% | +76.2% | -97.6% | -34.3% |
| All | +18.3% | +245.5% | -227.3% | -23.4% |
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