+627.7%
GEV vs NWSA
+14.6%
+613.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +3.2% | -3.4% | +6.5% | +4.1% |
| 30D | -4.0% | +3.9% | -7.9% | -5.1% |
| 3M | +3.4% | +8.9% | -5.5% | +0.2% |
| 6M | +14.7% | +21.2% | -6.5% | +4.6% |
| YTD | +45.8% | +13.8% | +31.9% | +36.8% |
| 1Y | +57.4% | +1.4% | +56.0% | +60.5% |
| All | +627.7% | +14.6% | +613.1% | +526.3% |
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