+312.1%
CG vs NWSA
+148.8%
+163.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | -9.8% | -4.8% | -5.0% | -7.3% |
| 30D | -10.3% | +3.0% | -13.3% | -11.8% |
| 3M | -1.7% | +9.3% | -11.0% | -7.1% |
| 6M | -9.8% | +23.2% | -33.0% | -20.7% |
| YTD | -25.6% | +13.3% | -38.9% | -31.7% |
| 1Y | -32.5% | +2.9% | -35.4% | -34.6% |
| 3Y | +45.6% | +43.3% | +2.3% | +18.7% |
| 5Y | +3.7% | +40.9% | -37.2% | -16.1% |
| All | +312.1% | +148.8% | +163.3% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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