-38.7%
NOW vs GAP
+10.4%
-49.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | +0.6% |
| 7D | -27.5% | +8.0% | -35.5% | -26.7% |
| 30D | -20.0% | +2.7% | -22.7% | -19.4% |
| 3M | -7.9% | +16.0% | -23.9% | -6.1% |
| 6M | +18.3% | +2.0% | +16.3% | +17.1% |
| YTD | -29.0% | -4.4% | -24.6% | -30.2% |
| 1Y | -38.7% | +9.2% | -47.9% | -41.5% |
| All | -38.7% | +10.4% | -49.1% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling