+8.2%
NOW vs GTLB
-47.1%
+55.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.3% |
| 7D | -2.4% | +11.1% | -13.4% | -6.2% |
| 30D | +20.5% | +37.8% | -17.3% | +7.6% |
| 3M | +18.3% | +61.6% | -43.2% | +0.2% |
| 6M | +24.1% | +98.9% | -74.9% | -1.2% |
| YTD | -7.8% | +32.8% | -40.6% | -17.2% |
| 1Y | -21.4% | +14.7% | -36.1% | -27.2% |
| 3Y | +19.5% | +1.3% | +18.2% | +8.3% |
| All | +8.2% | -47.1% | +55.3% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling