-16.3%
NOW vs GFS
-27.1%
+10.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.9% |
| 7D | -3.0% | -7.8% | +4.8% | -2.3% |
| 30D | -26.0% | -19.7% | -6.4% | -24.8% |
| 3M | -13.1% | -23.1% | +10.0% | -11.5% |
| 6M | +14.5% | -46.4% | +60.9% | +18.5% |
| YTD | -33.4% | +11.0% | -44.5% | -43.0% |
| 1Y | -40.6% | +12.6% | -53.3% | -49.4% |
| 3Y | -16.3% | -24.9% | +8.6% | -26.0% |
| All | -16.3% | -27.1% | +10.8% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling