-25.8%
NOW vs GM
+60.0%
-85.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | -8.7% | +0.4% | -9.1% | -8.9% |
| 30D | -29.3% | +7.2% | -36.5% | -31.2% |
| 3M | -21.8% | +1.0% | -22.9% | -22.6% |
| 6M | +9.2% | +13.0% | -3.8% | +4.1% |
| YTD | -35.0% | +9.8% | -44.8% | -38.1% |
| 1Y | -42.5% | +25.9% | -68.4% | -47.9% |
| 3Y | -21.5% | +240.4% | -261.9% | -55.9% |
| 5Y | -25.8% | +56.1% | -81.9% | -47.5% |
| All | -25.8% | +60.0% | -85.7% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 5y: compounded portfolio wealth divided by compounded GM 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…
5y analysis · Full analysis span regression · 6 months rolling