+399.9%
GH vs NWSA
+142.7%
+257.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.9% |
| 7D | -2.1% | -2.6% | +0.6% | -0.5% |
| 30D | -4.5% | +4.6% | -9.0% | -7.2% |
| 3M | +28.9% | +10.2% | +18.7% | +20.0% |
| 6M | +76.5% | +21.6% | +54.9% | +54.0% |
| YTD | +57.6% | +14.6% | +43.0% | +42.1% |
| 1Y | +167.5% | +0.4% | +167.2% | +160.6% |
| 3Y | +377.4% | +45.0% | +332.4% | +270.3% |
| 5Y | +23.8% | +41.3% | -17.5% | -3.5% |
| All | +399.9% | +142.7% | +257.2% | +167.1% |
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