+514.0%
NOW vs GLD
+206.1%
+307.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +0.3% | -4.6% | +4.9% | +0.9% |
| 30D | -27.0% | -5.5% | -21.5% | -26.4% |
| 3M | -19.6% | -10.9% | -8.7% | -18.5% |
| 6M | +17.5% | -17.4% | +34.9% | +20.1% |
| YTD | -33.3% | -10.3% | -22.9% | -33.2% |
| 1Y | -39.8% | -7.2% | -32.7% | -40.1% |
| 3Y | -19.9% | +96.9% | -116.8% | -32.5% |
| 5Y | -26.1% | +103.8% | -129.8% | -39.2% |
| All | +514.0% | +206.1% | +307.9% | +415.2% |
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