+790.0%
NOW vs GAP
+34.2%
+755.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -5.0% |
| 7D | -6.1% | +1.7% | -7.8% | -6.3% |
| 30D | +7.5% | +9.3% | -1.9% | +6.0% |
| 3M | +17.5% | +6.1% | +11.4% | +16.3% |
| 6M | +7.9% | -2.3% | +10.2% | +7.1% |
| YTD | -12.4% | -10.6% | -1.8% | -12.4% |
| 1Y | -28.6% | -4.4% | -24.1% | -29.5% |
| 3Y | +11.8% | +118.3% | -106.5% | -7.5% |
| 5Y | +2.6% | +12.2% | -9.6% | -11.7% |
| 10Y | +790.0% | +33.7% | +756.3% | +583.0% |
| All | +790.0% | +34.2% | +755.8% | +583.0% |
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