+24.4%
GH vs NWSA
+40.0%
-15.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -2.5% | -2.8% | +0.3% | -0.4% |
| 30D | -4.7% | +3.0% | -7.7% | -7.1% |
| 3M | +20.2% | +12.3% | +7.9% | +7.7% |
| 6M | +78.8% | +21.9% | +56.9% | +49.0% |
| YTD | +54.1% | +13.6% | +40.5% | +35.2% |
| 1Y | +177.1% | +0.5% | +176.6% | +167.4% |
| 3Y | +371.6% | +43.8% | +327.9% | +225.4% |
| All | +24.4% | +40.0% | -15.6% | -12.8% |
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