+235.9%
GM vs NWSA
+122.3%
+113.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -1.1% | -3.1% | +2.0% | +0.5% |
| 30D | -4.6% | +4.3% | -8.9% | -6.6% |
| 3M | +0.2% | +9.2% | -9.0% | -4.8% |
| 6M | +12.6% | +21.6% | -9.0% | +0.9% |
| YTD | +3.7% | +14.2% | -10.5% | -4.8% |
| 1Y | +45.6% | +1.8% | +43.9% | +41.6% |
| 3Y | +162.0% | +44.4% | +117.5% | +109.1% |
| 5Y | +80.5% | +41.0% | +39.5% | +43.0% |
| 10Y | +231.3% | +150.0% | +81.3% | +84.7% |
| All | +235.9% | +122.3% | +113.6% | +93.8% |
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