If you didn't like the story on its first Groundhog Day circuit then you can give it away because you get more helpings. No feel for comedy in the screenplay.
The subject matter was interesting enough but I found the documentary coverage of some segments shallow e.g. God's possible criminal background and the influence the Family had on the music scene.
Bill Murray doesn't appear that interested or has any belief in the proceedings – consequently the whole thing is a bit flat. The desert comes up well on camera though.