-21.4%
NOW vs GAP
+1.5%
-22.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -2.4% | -4.5% | +2.1% | -2.6% |
| 30D | +20.5% | +9.0% | +11.5% | +20.9% |
| 3M | +18.3% | +5.0% | +13.3% | +18.0% |
| 6M | +24.1% | -17.8% | +41.9% | +22.7% |
| YTD | -7.8% | -10.4% | +2.6% | -10.0% |
| 1Y | -21.4% | -3.4% | -18.0% | -26.5% |
| All | -21.4% | +1.5% | -22.9% | -26.5% |
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