+2,111.6%
NOW vs GS
+1,162.4%
+949.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.9% |
| 7D | -27.5% | +0.3% | -27.8% | -27.7% |
| 30D | -20.0% | +3.9% | -23.9% | -21.5% |
| 3M | -7.9% | -11.4% | +3.5% | -3.2% |
| 6M | +18.3% | +3.7% | +14.6% | +13.3% |
| YTD | -29.0% | +7.1% | -36.1% | -34.0% |
| 1Y | -38.7% | +19.7% | -58.4% | -46.3% |
| 3Y | -10.3% | +202.8% | -213.2% | -51.8% |
| 5Y | -22.5% | +156.7% | -179.2% | -55.3% |
| 10Y | +553.8% | +548.7% | +5.1% | +101.9% |
| All | +2,111.6% | +1,162.4% | +949.2% | +426.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling