+512.7%
GD vs NWSA
+98.2%
+414.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.0% | -9.4% | +4.4% | -2.4% |
| 30D | +8.9% | -7.8% | +16.7% | +11.2% |
| 3M | -8.0% | -10.8% | +2.7% | -5.3% |
| 6M | +2.9% | +1.1% | +1.8% | +1.5% |
| YTD | +7.1% | +1.8% | +5.3% | +4.9% |
| 1Y | +5.9% | +6.0% | -0.1% | +2.3% |
| 3Y | +53.9% | +24.6% | +29.3% | +39.1% |
| 5Y | +95.4% | +13.1% | +82.3% | +77.1% |
| 10Y | +193.5% | +148.5% | +45.0% | +86.1% |
| All | +512.7% | +98.2% | +414.6% | +315.5% |
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 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