+206.1%
GLD vs NWSA
+148.1%
+58.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.1% |
| 7D | -4.6% | +2.2% | -6.8% | -4.6% |
| 30D | -5.5% | -8.8% | +3.3% | -5.4% |
| 3M | -10.9% | -6.5% | -4.4% | -10.9% |
| 6M | -17.4% | +1.5% | -18.9% | -17.5% |
| YTD | -10.3% | +4.0% | -14.3% | -10.4% |
| 1Y | -7.2% | +3.4% | -10.6% | -7.3% |
| 3Y | +96.9% | +34.8% | +62.1% | +95.9% |
| 5Y | +103.8% | +18.4% | +85.4% | +101.9% |
| All | +206.1% | +148.1% | +58.0% | +203.5% |
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