-25.7%
NOW vs GFS
-11.4%
-14.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.2% |
| 7D | +0.3% | +7.4% | -7.1% | -1.4% |
| 30D | -27.0% | -15.3% | -11.7% | -24.4% |
| 3M | -19.6% | -21.1% | +1.5% | -16.0% |
| 6M | +17.5% | -44.5% | +61.9% | +29.2% |
| YTD | -33.3% | +19.2% | -52.5% | -45.1% |
| 1Y | -39.8% | +27.2% | -67.1% | -51.7% |
| 3Y | -19.9% | -20.1% | +0.2% | -28.5% |
| 5Y | -26.1% | -25.6% | -0.5% | -33.8% |
| All | -25.7% | -11.4% | -14.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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