+290.5%
GME vs NWSA
+149.4%
+141.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +10.4% | -2.8% | +13.2% | +12.7% |
| 30D | +14.1% | +3.0% | +11.0% | +11.4% |
| 3M | -4.6% | +12.3% | -17.0% | -13.5% |
| 6M | -13.5% | +21.9% | -35.4% | -26.8% |
| YTD | +5.3% | +13.6% | -8.2% | -6.5% |
| 1Y | -14.9% | +0.5% | -15.4% | -17.6% |
| 3Y | +24.3% | +43.8% | -19.5% | -9.1% |
| 5Y | -55.6% | +41.2% | -96.7% | -67.4% |
| All | +290.5% | +149.4% | +141.1% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling