-10.7%
NOW vs GS
+203.7%
-214.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.4% |
| 7D | -27.5% | +0.3% | -27.8% | -27.6% |
| 30D | -20.0% | +3.9% | -23.9% | -21.0% |
| 3M | -7.9% | -11.4% | +3.5% | -4.8% |
| 6M | +18.3% | +3.7% | +14.6% | +13.5% |
| YTD | -29.0% | +7.1% | -36.1% | -33.8% |
| 1Y | -38.7% | +19.7% | -58.4% | -46.2% |
| All | -10.7% | +203.7% | -214.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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