+2.8%
NOW vs GTLB
-50.0%
+52.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.4% | +0.4% | -3.1% |
| 7D | -6.1% | +4.6% | -10.6% | -7.9% |
| 30D | +7.5% | +21.0% | -13.5% | +0.3% |
| 3M | +17.5% | +51.7% | -34.2% | +1.7% |
| 6M | +7.9% | +89.3% | -81.3% | -12.5% |
| YTD | -12.4% | +25.6% | -38.0% | -19.8% |
| 1Y | -28.6% | -1.5% | -27.0% | -30.4% |
| 3Y | +11.8% | -9.9% | +21.8% | +5.3% |
| All | +2.8% | -50.0% | +52.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling