-21.3%
NOW vs GTLB
-49.8%
+28.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.7% | +2.7% |
| 7D | -5.6% | -9.6% | +4.1% | -2.1% |
| 30D | -26.8% | -15.5% | -11.3% | -22.1% |
| 3M | -19.4% | +12.4% | -31.8% | -22.6% |
| 6M | +12.3% | +84.6% | -72.2% | -8.3% |
| YTD | -32.9% | +26.1% | -59.0% | -38.5% |
| 1Y | -40.3% | +1.7% | -42.0% | -41.9% |
| 3Y | -19.1% | +6.1% | -25.1% | -27.1% |
| 5Y | -24.4% | -61.1% | +36.8% | -26.2% |
| All | -21.3% | -49.8% | +28.5% | -24.7% |
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