+36.0%
GEN vs NWSA
-2.4%
+38.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.2% |
| 7D | -3.0% | -0.8% | -2.2% | -2.6% |
| 30D | +24.7% | -11.3% | +36.0% | +30.1% |
| 3M | +4.1% | -8.1% | +12.2% | +7.2% |
| 6M | +36.0% | -0.7% | +36.7% | +30.6% |
| All | +36.0% | -2.4% | +38.4% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling