+185.3%
GLD vs NWSA
+98.2%
+87.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | -9.4% | +14.1% | +4.7% |
| 30D | -0.9% | -7.8% | +6.9% | -0.9% |
| 3M | -4.4% | -10.8% | +6.4% | -4.4% |
| 6M | -13.6% | +1.1% | -14.6% | -13.6% |
| YTD | -6.0% | +1.8% | -7.8% | -6.0% |
| 1Y | +1.8% | +6.0% | -4.3% | +1.8% |
| 3Y | +103.2% | +24.6% | +78.6% | +103.3% |
| 5Y | +119.3% | +13.1% | +106.2% | +118.5% |
| 10Y | +199.5% | +148.5% | +51.0% | +208.0% |
| All | +185.3% | +98.2% | +87.1% | +195.1% |
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