-34.4%
NOW vs GEV
+596.4%
-630.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.8% |
| 7D | -8.7% | -13.2% | +4.4% | -8.1% |
| 30D | -29.3% | -20.6% | -8.7% | -28.5% |
| 3M | -21.8% | -19.5% | -2.3% | -21.1% |
| 6M | +9.2% | -23.3% | +32.5% | +9.8% |
| YTD | -35.0% | +22.2% | -57.2% | -41.4% |
| 1Y | -42.5% | +37.8% | -80.3% | -50.3% |
| All | -34.4% | +596.4% | -630.8% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling