-16.0%
NOW vs GLD
+103.9%
-119.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.0% |
| 7D | -6.7% | +1.9% | -8.5% | -6.7% |
| 30D | -25.8% | -1.8% | -24.0% | -25.8% |
| 3M | -12.7% | -3.6% | -9.0% | -12.6% |
| 6M | +11.2% | -10.2% | +21.5% | +11.2% |
| YTD | -33.2% | -5.3% | -27.9% | -33.8% |
| 1Y | -41.8% | +2.5% | -44.3% | -42.6% |
| All | -16.0% | +103.9% | -119.9% | -19.8% |
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