-26.4%
NOW vs GTLB
-61.8%
+35.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.3% |
| 7D | -3.0% | -11.1% | +8.1% | +1.1% |
| 30D | -26.0% | -7.5% | -18.5% | -23.8% |
| 3M | -13.1% | +34.8% | -47.9% | -21.8% |
| 6M | +14.5% | +98.0% | -83.5% | -8.9% |
| YTD | -33.4% | +28.1% | -61.6% | -39.4% |
| 1Y | -40.6% | +5.6% | -46.2% | -43.0% |
| 3Y | -16.3% | +15.9% | -32.3% | -27.0% |
| All | -26.4% | -61.8% | +35.5% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling