+105.9%
GILD vs NWSA
+43.3%
+62.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | -2.8% | -2.0% | -4.6% |
| 30D | +5.8% | +3.0% | +2.7% | +5.5% |
| 3M | +14.9% | +12.3% | +2.6% | +13.9% |
| 6M | -0.4% | +21.9% | -22.2% | -1.9% |
| YTD | +18.5% | +13.6% | +5.0% | +17.5% |
| 1Y | +25.1% | +0.5% | +24.6% | +26.2% |
| 3Y | +105.9% | +43.8% | +62.1% | +88.1% |
| All | +105.9% | +43.3% | +62.6% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling