-19.9%
NOW vs GIS
-38.9%
+19.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.6% |
| 7D | +0.3% | -3.4% | +3.6% | +0.3% |
| 30D | -27.0% | +6.9% | -33.8% | -27.1% |
| 3M | -19.6% | -10.1% | -9.5% | -19.6% |
| 6M | +17.5% | +5.9% | +11.6% | +19.4% |
| YTD | -33.3% | -21.1% | -12.2% | -36.2% |
| 1Y | -39.8% | -22.5% | -17.3% | -42.8% |
| 3Y | -19.9% | -39.0% | +19.1% | -27.0% |
| All | -19.9% | -38.9% | +19.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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