+113.9%
GAP vs NWSA
+43.6%
+70.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.1% |
| 7D | -3.2% | -3.4% | +0.2% | -1.2% |
| 30D | -0.7% | +3.9% | -4.6% | -3.1% |
| 3M | -0.5% | +8.9% | -9.3% | -6.0% |
| 6M | -5.0% | +21.2% | -26.1% | -16.6% |
| YTD | -14.7% | +13.8% | -28.5% | -22.3% |
| 1Y | -8.6% | +1.4% | -10.1% | -9.9% |
| All | +113.9% | +43.6% | +70.2% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling