+54.9%
GD vs NWSA
+24.1%
+30.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.4% | +11.0% | +0.1% |
| 7D | -3.9% | -10.1% | +6.2% | -2.2% |
| 30D | +8.1% | -7.3% | +15.3% | +9.3% |
| 3M | -6.8% | -8.6% | +1.8% | -5.5% |
| 6M | +3.0% | +4.4% | -1.4% | +1.2% |
| YTD | +7.8% | +2.1% | +5.6% | +6.2% |
| 1Y | +5.8% | +4.1% | +1.7% | +3.7% |
| All | +54.9% | +24.1% | +30.8% | +50.5% |
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