+20.6%
GEN vs NWSA
+40.1%
-19.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.9% | -3.1% | +0.2% | -1.8% |
| 30D | +2.1% | +4.3% | -2.2% | +0.6% |
| 3M | +19.7% | +9.2% | +10.5% | +15.8% |
| 6M | +33.3% | +21.6% | +11.7% | +24.0% |
| YTD | +11.1% | +14.2% | -3.1% | +5.5% |
| 1Y | +3.0% | +1.8% | +1.2% | +1.6% |
| 3Y | +57.9% | +44.4% | +13.4% | +38.8% |
| 5Y | +20.6% | +41.0% | -20.4% | +2.6% |
| All | +20.6% | +40.1% | -19.5% | +2.6% |
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