-42.5%
NOW vs GAP
-5.7%
-36.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.2% |
| 7D | -8.7% | -0.1% | -8.7% | -8.6% |
| 30D | -29.3% | -5.4% | -23.9% | -29.4% |
| 3M | -21.8% | +2.9% | -24.7% | -21.4% |
| 6M | +9.2% | -4.4% | +13.7% | +7.3% |
| YTD | -35.0% | -11.6% | -23.4% | -36.6% |
| 1Y | -42.5% | -6.0% | -36.5% | -44.6% |
| All | -42.5% | -5.7% | -36.8% | -44.6% |
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