-21.9%
NOW vs GTLB
-49.0%
+27.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.6% |
| 6M | +14.5% | +98.0% | -83.5% | -8.6% |
| YTD | -33.4% | +28.1% | -61.6% | -39.3% |
| 1Y | -40.6% | +5.6% | -46.2% | -42.9% |
| 3Y | -16.3% | +15.9% | -32.3% | -26.7% |
| 5Y | -26.3% | -61.1% | +34.8% | -28.5% |
| All | -21.9% | -49.0% | +27.1% | -25.7% |
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 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