+23.6%
GIS vs NWSA
+123.2%
-99.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -8.3% | -2.6% | -5.6% | -7.9% |
| 30D | +2.2% | +4.6% | -2.4% | +1.5% |
| 3M | +15.7% | +10.2% | +5.5% | +14.1% |
| 6M | -12.0% | +21.6% | -33.6% | -14.3% |
| YTD | -15.0% | +14.6% | -29.6% | -16.7% |
| 1Y | -20.1% | +0.4% | -20.5% | -20.5% |
| 3Y | -34.6% | +45.0% | -79.6% | -38.4% |
| 5Y | -22.8% | +41.3% | -64.1% | -28.1% |
| 10Y | -18.5% | +142.8% | -161.3% | -34.2% |
| All | +23.6% | +123.2% | -99.6% | +1.6% |
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