+47.1%
GM vs NWSA
+3.0%
+44.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -2.8% | +0.4% | -2.1% |
| 30D | -1.1% | +3.0% | -4.1% | -1.5% |
| 3M | +6.1% | +12.3% | -6.2% | +4.4% |
| 6M | +15.0% | +21.9% | -6.9% | +11.2% |
| YTD | +6.0% | +13.6% | -7.6% | +3.9% |
| 1Y | +47.1% | +0.5% | +46.6% | +47.0% |
| All | +47.1% | +3.0% | +44.1% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling