+504.6%
NOW vs GAP
+20.3%
+484.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.3% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -27.0% | -4.3% | -22.7% | -26.8% |
| 3M | -17.7% | +9.4% | -27.1% | -19.2% |
| 6M | +12.7% | -3.3% | +16.0% | +11.8% |
| YTD | -32.9% | -10.5% | -22.4% | -33.2% |
| 1Y | -40.4% | -2.4% | -38.0% | -41.5% |
| 3Y | -17.1% | +80.1% | -97.2% | -29.3% |
| 5Y | -25.7% | +6.5% | -32.1% | -36.0% |
| 10Y | +504.6% | +14.6% | +490.0% | +365.3% |
| All | +504.6% | +20.3% | +484.3% | +365.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling