+499.2%
NOW vs GLD
+203.7%
+295.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.0% | +4.7% | -7.7% | -3.6% |
| 30D | -26.0% | -0.9% | -25.1% | -25.9% |
| 3M | -13.1% | -4.4% | -8.7% | -12.6% |
| 6M | +14.5% | -13.6% | +28.1% | +16.4% |
| YTD | -33.4% | -6.0% | -27.4% | -33.8% |
| 1Y | -40.6% | +1.8% | -42.4% | -41.8% |
| 3Y | -16.3% | +103.2% | -119.5% | -29.8% |
| 5Y | -26.3% | +119.3% | -145.7% | -40.2% |
| All | +499.2% | +203.7% | +295.5% | +392.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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