-10.5%
GAP vs NWSA
+1.3%
-11.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -6.3% | -4.8% | -1.6% | -4.7% |
| 30D | -0.2% | +3.0% | -3.2% | -1.4% |
| 3M | 0.0% | +9.3% | -9.3% | -3.6% |
| 6M | -8.1% | +23.2% | -31.3% | -15.1% |
| YTD | -16.5% | +13.3% | -29.8% | -19.6% |
| 1Y | -10.5% | +2.9% | -13.3% | -13.1% |
| All | -10.5% | +1.3% | -11.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling