+170.5%
GD vs NWSA
+153.1%
+17.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +0.6% | -12.2% | +12.8% | +4.5% |
| 30D | +9.5% | -8.7% | +18.1% | +12.1% |
| 3M | -5.8% | -6.0% | +0.1% | -4.5% |
| 6M | +7.7% | -0.3% | +8.1% | +6.8% |
| YTD | +11.1% | +3.5% | +7.6% | +8.2% |
| 1Y | +6.1% | +0.8% | +5.3% | +4.2% |
| 3Y | +59.8% | +31.1% | +28.7% | +41.5% |
| 5Y | +104.6% | +18.8% | +85.8% | +81.8% |
| 10Y | +170.5% | +147.9% | +22.7% | +66.3% |
| All | +170.5% | +153.1% | +17.5% | +66.3% |
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