-25.3%
NOW vs GFS
-13.5%
-11.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | -0.3% |
| 7D | -3.1% | -3.1% | +0.1% | -2.5% |
| 30D | -27.0% | -16.0% | -11.0% | -24.3% |
| 3M | -17.7% | -24.7% | +7.0% | -13.1% |
| 6M | +12.7% | -45.1% | +57.8% | +24.2% |
| YTD | -32.9% | +16.5% | -49.4% | -44.5% |
| 1Y | -40.4% | +19.3% | -59.7% | -51.2% |
| 3Y | -17.1% | -20.0% | +2.9% | -26.3% |
| 5Y | -25.7% | -32.0% | +6.4% | -32.9% |
| All | -25.3% | -13.5% | -11.8% | -33.2% |
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