-2.4%
NOW vs GFS
-3.9%
+1.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | -6.1% | +2.6% | -8.7% | -6.7% |
| 30D | +7.5% | -16.4% | +23.9% | +11.7% |
| 3M | +17.5% | -41.6% | +59.1% | +31.1% |
| 6M | +7.9% | -3.7% | +11.6% | -0.2% |
| YTD | -12.4% | +29.3% | -41.7% | -28.7% |
| 1Y | -28.6% | +37.1% | -65.7% | -43.4% |
| 3Y | +11.8% | -22.1% | +34.0% | +3.1% |
| All | -2.4% | -3.9% | +1.5% | -14.1% |
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