+1,924.6%
NOW vs GM
+498.6%
+1,426.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.3% |
| 3M | -21.8% | +1.0% | -22.9% | -22.7% |
| 6M | +9.2% | +13.0% | -3.8% | +4.0% |
| YTD | -35.0% | +9.8% | -44.8% | -38.1% |
| 1Y | -42.5% | +25.9% | -68.4% | -47.7% |
| 3Y | -21.5% | +240.4% | -261.9% | -50.4% |
| 5Y | -25.8% | +56.1% | -81.9% | -41.3% |
| 10Y | +506.3% | +226.7% | +279.6% | +234.0% |
| All | +1,924.6% | +498.6% | +1,426.0% | +915.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling