-21.5%
NOW vs GGLL
+157.4%
-178.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -8.7% | +5.1% | -13.8% | -9.8% |
| 30D | -29.3% | -35.5% | +6.2% | -21.9% |
| 3M | -21.8% | -39.2% | +17.3% | -13.1% |
| 6M | +9.2% | -54.4% | +63.6% | +26.2% |
| YTD | -35.0% | -29.8% | -5.1% | -31.7% |
| 1Y | -42.5% | -20.4% | -22.1% | -41.6% |
| 3Y | -21.5% | +149.7% | -171.3% | -42.0% |
| All | -21.5% | +157.4% | -178.9% | -42.0% |
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