-38.7%
NOW vs GEV
+46.2%
-84.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.3% | +9.0% | -2.9% |
| 7D | -27.5% | -5.1% | -22.4% | -28.4% |
| 30D | -20.0% | -15.8% | -4.2% | -23.5% |
| 3M | -7.9% | -18.2% | +10.3% | -11.9% |
| 6M | +18.3% | -22.4% | +40.7% | +13.8% |
| YTD | -29.0% | +27.7% | -56.7% | -28.4% |
| 1Y | -38.7% | +52.4% | -91.1% | -39.4% |
| All | -38.7% | +46.2% | -84.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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