-14.9%
GME vs NWSA
+3.0%
-17.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +10.4% | -2.8% | +13.2% | +11.2% |
| 30D | +14.1% | +3.0% | +11.0% | +13.2% |
| 3M | -4.6% | +12.3% | -17.0% | -8.0% |
| 6M | -13.5% | +21.9% | -35.4% | -18.6% |
| YTD | +5.3% | +13.6% | -8.2% | +2.2% |
| 1Y | -14.9% | +0.5% | -15.4% | -13.5% |
| All | -14.9% | +3.0% | -17.9% | -13.5% |
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