+632.4%
GEV vs NWSA
+14.3%
+618.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.6% | -2.8% | +4.4% | +2.4% |
| 30D | -7.9% | +3.0% | -11.0% | -8.8% |
| 3M | +5.6% | +12.3% | -6.7% | +0.8% |
| 6M | +13.1% | +21.9% | -8.8% | +2.7% |
| YTD | +46.7% | +13.6% | +33.2% | +37.8% |
| 1Y | +51.3% | +0.5% | +50.8% | +55.6% |
| All | +632.4% | +14.3% | +618.1% | +530.8% |
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