+17.5%
NOW vs GFI
-17.1%
+34.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +0.3% | -8.7% | +9.0% | +1.4% |
| 30D | -27.0% | +0.6% | -27.5% | -26.9% |
| 3M | -19.6% | -7.5% | -12.2% | -19.0% |
| 6M | +17.5% | -18.3% | +35.8% | +16.6% |
| All | +17.5% | -17.1% | +34.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 6mo: compounded portfolio wealth divided by compounded GFI 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…
6mo analysis · Full analysis span regression · 6 months rolling