-2.4%
GFS vs NWSA
+37.2%
-39.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.5% |
| 7D | +1.0% | -1.9% | +2.9% | +2.0% |
| 30D | -8.6% | +4.6% | -13.2% | -11.1% |
| 3M | -46.5% | +13.2% | -59.8% | -51.4% |
| 6M | -4.8% | +27.0% | -31.8% | -20.4% |
| YTD | +29.7% | +16.8% | +12.8% | +13.6% |
| 1Y | +35.8% | +4.5% | +31.3% | +28.9% |
| 3Y | -18.3% | +46.2% | -64.6% | -38.0% |
| All | -2.4% | +37.2% | -39.6% | -18.9% |
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