-21.3%
NOW vs GTLB
-50.0%
+28.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | -3.1% | -9.6% | +6.5% | +0.4% |
| 30D | -27.0% | -14.5% | -12.6% | -22.8% |
| 3M | -17.7% | +20.9% | -38.6% | -23.0% |
| 6M | +12.7% | +81.4% | -68.7% | -7.5% |
| YTD | -32.9% | +25.6% | -58.5% | -38.4% |
| 1Y | -40.4% | +3.4% | -43.8% | -42.3% |
| 3Y | -17.1% | +8.9% | -26.0% | -25.9% |
| 5Y | -25.7% | -64.0% | +38.3% | -26.9% |
| All | -21.3% | -50.0% | +28.7% | -24.6% |
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