+6.8%
NOW vs GAP
+9.0%
-2.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -2.4% | -4.5% | +2.1% | -1.6% |
| 30D | +20.5% | +9.0% | +11.5% | +18.4% |
| 3M | +18.3% | +5.0% | +13.3% | +17.0% |
| 6M | +24.1% | -17.8% | +41.9% | +26.5% |
| YTD | -7.8% | -10.4% | +2.6% | -7.9% |
| 1Y | -21.4% | -3.4% | -18.0% | -23.2% |
| 3Y | +19.5% | +111.5% | -91.9% | -12.2% |
| All | +6.8% | +9.0% | -2.1% | -23.9% |
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