+97.2%
GD vs NWSA
+40.7%
+56.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -5.3% | -1.9% | -3.4% | -4.9% |
| 30D | -6.4% | +4.6% | -11.0% | -7.3% |
| 3M | +5.7% | +13.2% | -7.5% | +2.9% |
| 6M | -0.9% | +27.0% | -27.9% | -5.9% |
| YTD | +8.2% | +16.8% | -8.7% | +4.3% |
| 1Y | +13.4% | +4.5% | +8.9% | +11.8% |
| 3Y | +68.5% | +46.2% | +22.3% | +54.4% |
| All | +97.2% | +40.7% | +56.5% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling