+188.7%
GD vs NWSA
+138.3%
+50.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | -5.3% | -1.9% | -3.4% | -4.7% |
| 30D | -6.4% | +4.6% | -11.0% | -7.8% |
| 3M | +5.7% | +13.2% | -7.5% | +1.3% |
| 6M | -0.9% | +27.0% | -27.9% | -8.7% |
| YTD | +8.2% | +16.8% | -8.7% | +2.0% |
| 1Y | +13.4% | +4.5% | +8.9% | +10.6% |
| 3Y | +68.5% | +46.2% | +22.3% | +44.7% |
| 5Y | +97.2% | +40.9% | +56.2% | +66.0% |
| All | +188.7% | +138.3% | +50.4% | +75.3% |
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 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