+946.4%
GFI vs NWSA
+121.1%
+825.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -4.9% | -2.8% | -2.1% | -4.5% |
| 30D | +10.7% | +3.0% | +7.7% | +10.3% |
| 3M | +25.6% | +12.3% | +13.3% | +23.4% |
| 6M | -8.3% | +21.9% | -30.1% | -11.0% |
| YTD | +6.3% | +13.6% | -7.3% | +3.9% |
| 1Y | +22.1% | +0.5% | +21.6% | +21.4% |
| 3Y | +289.2% | +43.8% | +245.4% | +265.2% |
| 5Y | +531.7% | +41.2% | +490.5% | +483.6% |
| 10Y | +1,043.8% | +148.6% | +895.2% | +870.8% |
| All | +946.4% | +121.1% | +825.4% | +782.3% |
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