-40.7%
NOW vs GFS
+17.0%
-57.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +1.4% |
| 7D | -3.1% | -3.1% | +0.1% | -3.5% |
| 30D | -27.0% | -16.0% | -11.0% | -29.0% |
| 3M | -17.7% | -24.7% | +7.0% | -20.9% |
| 6M | +12.7% | -45.1% | +57.8% | +3.9% |
| YTD | -32.9% | +16.5% | -49.4% | -40.6% |
| All | -40.7% | +17.0% | -57.7% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling