-21.5%
NOW vs GLD
+104.6%
-126.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.9% |
| 7D | -8.7% | +2.8% | -11.6% | -8.9% |
| 30D | -29.3% | -4.0% | -25.3% | -29.2% |
| 3M | -21.8% | -8.2% | -13.6% | -21.7% |
| 6M | +9.2% | -14.8% | +24.1% | +9.2% |
| YTD | -35.0% | -6.8% | -28.2% | -35.5% |
| 1Y | -42.5% | -2.4% | -40.1% | -43.2% |
| 3Y | -21.5% | +105.8% | -127.3% | -27.1% |
| All | -21.5% | +104.6% | -126.2% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling