+1,972.6%
NOW vs GAP
+26.3%
+1,946.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +0.2% |
| 7D | -3.0% | -3.8% | +0.8% | -2.5% |
| 30D | -26.0% | -9.0% | -17.0% | -25.2% |
| 3M | -13.1% | +5.5% | -18.6% | -14.3% |
| 6M | +14.5% | -11.1% | +25.6% | +15.0% |
| YTD | -33.4% | -13.6% | -19.9% | -33.4% |
| 1Y | -40.6% | -2.9% | -37.8% | -41.9% |
| 3Y | -16.3% | +69.6% | -85.9% | -29.3% |
| 5Y | -26.3% | +5.4% | -31.7% | -36.5% |
| 10Y | +512.7% | +17.8% | +494.9% | +357.2% |
| All | +1,972.6% | +26.3% | +1,946.2% | +1,401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling