+95.1%
GD vs NWSA
+13.2%
+81.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.4% | +11.0% | +0.2% |
| 7D | -3.9% | -10.1% | +6.2% | -2.1% |
| 30D | +8.1% | -7.3% | +15.3% | +9.4% |
| 3M | -6.8% | -8.6% | +1.8% | -5.5% |
| 6M | +3.0% | +4.4% | -1.4% | +1.5% |
| YTD | +7.8% | +2.1% | +5.6% | +6.3% |
| 1Y | +5.8% | +4.1% | +1.7% | +3.9% |
| 3Y | +55.3% | +23.5% | +31.8% | +46.6% |
| All | +95.1% | +13.2% | +81.9% | +82.7% |
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