+147.8%
GE vs NWSA
+148.8%
-1.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -2.8% | -4.8% | +2.0% | -0.5% |
| 30D | -11.9% | +3.0% | -14.9% | -13.2% |
| 3M | +1.8% | +9.3% | -7.5% | -3.2% |
| 6M | -0.6% | +23.2% | -23.8% | -11.2% |
| YTD | +5.5% | +13.3% | -7.8% | -2.5% |
| 1Y | +15.0% | +2.9% | +12.1% | +10.9% |
| 3Y | +269.5% | +43.3% | +226.2% | +197.1% |
| 5Y | +422.4% | +40.9% | +381.6% | +311.5% |
| All | +147.8% | +148.8% | -1.0% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling