+5.5%
CG vs NWSA
+40.1%
-34.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | -6.4% | -3.1% | -3.4% | -4.3% |
| 30D | -7.1% | +4.3% | -11.3% | -9.8% |
| 3M | -1.6% | +9.2% | -10.8% | -8.3% |
| 6M | -8.3% | +21.6% | -29.9% | -21.5% |
| YTD | -23.8% | +14.2% | -38.0% | -32.1% |
| 1Y | -28.7% | +1.8% | -30.5% | -30.8% |
| 3Y | +49.2% | +44.4% | +4.7% | +12.3% |
| 5Y | +5.5% | +41.0% | -35.4% | -22.9% |
| All | +5.5% | +40.1% | -34.5% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling