+59.0%
NOW vs GGLL
+328.7%
-269.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -2.4% |
| 7D | -2.4% | -4.8% | +2.4% | -1.3% |
| 30D | +20.5% | -13.7% | +34.2% | +24.5% |
| 3M | +18.3% | -21.9% | +40.2% | +23.8% |
| 6M | +24.1% | +11.7% | +12.4% | +16.1% |
| YTD | -7.8% | +2.3% | -10.1% | -12.1% |
| 1Y | -21.4% | +76.2% | -97.6% | -37.0% |
| 3Y | +19.5% | +245.0% | -225.5% | -30.9% |
| All | +59.0% | +328.7% | -269.7% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling