-40.8%
NOW vs GTLB
+2.8%
-43.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -1.7% | -3.5% | +1.8% | +0.6% |
| 30D | -27.4% | -9.0% | -18.4% | -22.4% |
| 3M | -19.4% | +15.9% | -35.3% | -27.2% |
| 6M | +13.1% | +104.9% | -91.8% | -27.5% |
| YTD | -34.3% | +26.0% | -60.3% | -52.2% |
| All | -40.8% | +2.8% | -43.5% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling