+519.0%
GD vs NWSA
+127.4%
+391.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | -5.3% | -1.9% | -3.4% | -4.7% |
| 30D | -6.4% | +4.6% | -11.0% | -7.8% |
| 3M | +5.7% | +13.2% | -7.5% | +1.3% |
| 6M | -0.9% | +27.0% | -27.9% | -8.6% |
| YTD | +8.2% | +16.8% | -8.7% | +2.1% |
| 1Y | +13.4% | +4.5% | +8.9% | +10.6% |
| 3Y | +68.5% | +46.2% | +22.3% | +45.3% |
| 5Y | +97.2% | +40.9% | +56.2% | +66.7% |
| 10Y | +190.2% | +145.1% | +45.1% | +84.8% |
| All | +519.0% | +127.4% | +391.6% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling