+7.0%
GD vs NWSA
-0.1%
+7.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.9% | -9.7% | +7.8% | -1.1% |
| 30D | +10.9% | -8.6% | +19.5% | +11.8% |
| 3M | -6.8% | -6.3% | -0.5% | -6.1% |
| 6M | +7.0% | -1.2% | +8.2% | +6.8% |
| YTD | +11.1% | +2.6% | +8.5% | +9.7% |
| 1Y | +7.0% | 0.0% | +7.0% | +6.2% |
| All | +7.0% | -0.1% | +7.2% | +6.2% |
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