-26.0%
NOW vs GS
+138.4%
-164.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.4% | +0.4% | -3.1% |
| 7D | -6.7% | -6.3% | -0.3% | -3.9% |
| 30D | -25.8% | -3.1% | -22.7% | -24.8% |
| 3M | -12.7% | -17.7% | +5.0% | -5.3% |
| 6M | +11.2% | -4.6% | +15.8% | +9.9% |
| YTD | -33.2% | +0.3% | -33.5% | -36.9% |
| 1Y | -41.8% | +11.7% | -53.5% | -48.7% |
| 3Y | -15.7% | +183.6% | -199.2% | -59.9% |
| 5Y | -26.0% | +141.0% | -167.0% | -64.8% |
| All | -26.0% | +138.4% | -164.5% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling