+278.9%
GEN vs NWSA
+127.4%
+151.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -1.2% | -1.9% | +0.7% | -0.6% |
| 30D | +10.1% | +4.6% | +5.6% | +8.6% |
| 3M | +16.1% | +13.2% | +2.9% | +11.8% |
| 6M | +38.9% | +27.0% | +11.9% | +29.3% |
| YTD | +14.4% | +16.8% | -2.4% | +8.9% |
| 1Y | +5.9% | +4.5% | +1.4% | +3.9% |
| 3Y | +58.8% | +46.2% | +12.6% | +41.6% |
| 5Y | +24.7% | +40.9% | -16.3% | +10.0% |
| 10Y | +163.1% | +145.1% | +17.9% | +93.4% |
| All | +278.9% | +127.4% | +151.5% | +179.5% |
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