-13.6%
NOW vs GEV
+730.5%
-744.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.2% |
| 7D | -4.1% | +3.2% | -7.3% | -4.3% |
| 30D | +2.9% | -4.0% | +6.9% | +3.1% |
| 3M | +22.6% | +3.4% | +19.2% | +20.6% |
| 6M | +7.5% | +14.7% | -7.2% | +2.1% |
| YTD | -14.4% | +45.8% | -60.2% | -23.5% |
| 1Y | -29.8% | +57.4% | -87.2% | -39.2% |
| All | -13.6% | +730.5% | -744.1% | -46.9% |
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