-21.1%
GIS vs NWSA
+149.4%
-170.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | -2.8% | -3.6% | -6.0% |
| 30D | -6.1% | +3.0% | -9.1% | -6.4% |
| 3M | +7.8% | +12.3% | -4.5% | +6.3% |
| 6M | -8.8% | +21.9% | -30.7% | -10.9% |
| YTD | -19.1% | +13.6% | -32.7% | -20.5% |
| 1Y | -24.8% | +0.5% | -25.2% | -25.1% |
| 3Y | -37.6% | +43.8% | -81.3% | -40.7% |
| 5Y | -25.4% | +41.2% | -66.6% | -29.9% |
| All | -21.1% | +149.4% | -170.4% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling