-25.1%
NOW vs GAP
+2.1%
-27.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +0.3% | -1.9% | +2.2% | +0.6% |
| 30D | -27.0% | -7.1% | -19.9% | -26.3% |
| 3M | -19.6% | +4.1% | -23.7% | -20.8% |
| 6M | +17.5% | +1.9% | +15.5% | +14.9% |
| YTD | -33.3% | -15.2% | -18.0% | -33.1% |
| 1Y | -39.8% | -10.6% | -29.2% | -40.5% |
| 3Y | -19.9% | +74.6% | -94.5% | -38.5% |
| All | -25.1% | +2.1% | -27.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling