+516.7%
GD vs NWSA
+98.8%
+417.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.4% | +11.0% | +1.7% |
| 7D | -3.9% | -10.1% | +6.2% | -1.1% |
| 30D | +8.1% | -7.3% | +15.3% | +10.1% |
| 3M | -6.8% | -8.6% | +1.8% | -4.7% |
| 6M | +3.0% | +4.4% | -1.4% | +0.6% |
| YTD | +7.8% | +2.1% | +5.6% | +5.4% |
| 1Y | +5.8% | +4.1% | +1.7% | +2.8% |
| 3Y | +55.3% | +23.5% | +31.8% | +40.9% |
| 5Y | +96.7% | +13.5% | +83.1% | +78.1% |
| 10Y | +195.4% | +149.4% | +46.0% | +87.1% |
| All | +516.7% | +98.8% | +417.9% | +317.8% |
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