+274.8%
CG vs NWSA
+148.1%
+126.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | -0.5% |
| 7D | +0.2% | +2.2% | -2.0% | -1.0% |
| 30D | +11.2% | -8.8% | +19.9% | +16.8% |
| 3M | -22.1% | -6.5% | -15.6% | -19.5% |
| 6M | -17.9% | +1.5% | -19.4% | -19.7% |
| YTD | -31.3% | +4.0% | -35.3% | -34.2% |
| 1Y | -24.0% | +3.4% | -27.4% | -27.0% |
| 3Y | +45.0% | +34.8% | +10.1% | +21.5% |
| 5Y | -22.6% | +18.4% | -41.0% | -32.1% |
| All | +274.8% | +148.1% | +126.7% | +115.2% |
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