+211.5%
GLD vs NWSA
+127.4%
+84.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | -0.5% | -1.9% | +1.4% | -0.5% |
| 30D | +4.4% | +4.6% | -0.2% | +4.4% |
| 3M | -1.1% | +13.2% | -14.3% | -1.1% |
| 6M | -13.8% | +27.0% | -40.8% | -13.7% |
| YTD | +2.6% | +16.8% | -14.2% | +2.7% |
| 1Y | +24.5% | +4.5% | +20.0% | +24.6% |
| 3Y | +125.8% | +46.2% | +79.6% | +126.1% |
| 5Y | +137.8% | +40.9% | +96.9% | +137.4% |
| 10Y | +221.4% | +145.1% | +76.3% | +228.4% |
| All | +211.5% | +127.4% | +84.1% | +222.4% |
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