+218.2%
GLD vs NWSA
+144.0%
+74.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +0.1% | -3.1% | +3.2% | +0.2% |
| 30D | +0.2% | +4.3% | -4.1% | +0.2% |
| 3M | +3.2% | +9.2% | -6.0% | +3.1% |
| 6M | -14.6% | +21.6% | -36.2% | -14.8% |
| YTD | +1.8% | +14.2% | -12.4% | +1.6% |
| 1Y | +20.7% | +1.8% | +19.0% | +20.7% |
| 3Y | +126.5% | +44.4% | +82.1% | +125.3% |
| 5Y | +140.0% | +41.0% | +99.1% | +137.9% |
| 10Y | +218.2% | +150.0% | +68.2% | +220.6% |
| All | +218.2% | +144.0% | +74.2% | +220.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling