-25.2%
GIS vs NWSA
+39.0%
-64.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -3.0% |
| 7D | -8.4% | -4.8% | -3.7% | -8.0% |
| 30D | -5.2% | +3.0% | -8.2% | -5.4% |
| 3M | +8.2% | +9.3% | -1.1% | +7.3% |
| 6M | -12.0% | +23.2% | -35.2% | -13.4% |
| YTD | -18.9% | +13.3% | -32.2% | -19.7% |
| 1Y | -23.6% | +2.9% | -26.5% | -24.1% |
| 3Y | -37.6% | +43.3% | -80.9% | -39.2% |
| 5Y | -25.2% | +40.9% | -66.1% | -27.8% |
| All | -25.2% | +39.0% | -64.2% | -27.8% |
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