+138.9%
GLD vs NWSA
+40.6%
+98.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.7% |
| 7D | +0.7% | -2.6% | +3.4% | +0.8% |
| 30D | +0.3% | +4.6% | -4.2% | +0.2% |
| 3M | +0.6% | +10.2% | -9.6% | +0.3% |
| 6M | -15.6% | +21.6% | -37.2% | -16.1% |
| YTD | +0.9% | +14.6% | -13.8% | +0.4% |
| 1Y | +19.4% | +0.4% | +19.0% | +19.4% |
| 3Y | +124.5% | +45.0% | +79.5% | +120.6% |
| 5Y | +138.9% | +41.3% | +97.7% | +132.6% |
| All | +138.9% | +40.6% | +98.3% | +132.6% |
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 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