-17.3%
GAP vs NWSA
+127.4%
-144.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.7% |
| 7D | -4.5% | -1.9% | -2.6% | -3.3% |
| 30D | +9.0% | +4.6% | +4.5% | +5.7% |
| 3M | +5.0% | +13.2% | -8.2% | -3.6% |
| 6M | -17.8% | +27.0% | -44.8% | -30.4% |
| YTD | -10.4% | +16.8% | -27.2% | -20.4% |
| 1Y | -3.4% | +4.5% | -7.9% | -7.9% |
| 3Y | +111.5% | +46.2% | +65.3% | +61.1% |
| 5Y | +8.8% | +40.9% | -32.1% | -16.2% |
| 10Y | +32.9% | +145.1% | -112.2% | -30.9% |
| All | -17.3% | +127.4% | -144.7% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling