-40.7%
NOW vs GAP
-4.6%
-36.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +1.1% |
| 7D | -3.1% | 0.0% | -3.1% | -2.9% |
| 30D | -27.0% | -4.3% | -22.7% | -27.0% |
| 3M | -17.7% | +9.4% | -27.1% | -16.6% |
| 6M | +12.7% | -3.3% | +16.0% | +10.8% |
| YTD | -32.9% | -10.5% | -22.4% | -34.6% |
| All | -40.7% | -4.6% | -36.1% | -42.8% |
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