+1,978.3%
NOW vs GFI
+349.4%
+1,628.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +0.3% | -8.7% | +9.0% | +0.5% |
| 30D | -27.0% | +0.6% | -27.5% | -27.0% |
| 3M | -19.6% | -7.5% | -12.2% | -19.5% |
| 6M | +17.5% | -18.3% | +35.8% | +17.8% |
| YTD | -33.3% | -13.8% | -19.5% | -33.3% |
| 1Y | -39.8% | -8.8% | -31.0% | -40.0% |
| 3Y | -19.9% | +215.8% | -235.8% | -23.2% |
| 5Y | -26.1% | +301.2% | -327.3% | -30.1% |
| 10Y | +518.7% | +1,284.4% | -765.7% | +492.2% |
| All | +1,978.3% | +349.4% | +1,628.9% | +2,013.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling