-1.1%
GAP vs NWSA
+148.1%
-149.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -2.8% |
| 7D | -1.9% | +2.2% | -4.1% | -3.5% |
| 30D | -7.1% | -8.8% | +1.7% | -1.2% |
| 3M | +4.1% | -6.5% | +10.6% | +8.1% |
| 6M | +1.9% | +1.5% | +0.4% | -1.1% |
| YTD | -15.2% | +4.0% | -19.2% | -20.4% |
| 1Y | -10.6% | +3.4% | -14.1% | -15.7% |
| 3Y | +74.6% | +34.8% | +39.7% | +31.6% |
| 5Y | +3.7% | +18.4% | -14.7% | -14.9% |
| All | -1.1% | +148.1% | -149.2% | -59.2% |
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