+16.9%
GME vs NWSA
+44.1%
-27.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | +4.8% | -3.1% | +7.9% | +6.9% |
| 30D | +5.9% | +4.3% | +1.6% | +2.9% |
| 3M | -10.7% | +9.2% | -20.0% | -16.5% |
| 6M | -19.8% | +21.6% | -41.4% | -31.0% |
| YTD | -0.9% | +14.2% | -15.2% | -10.9% |
| 1Y | -15.7% | +1.8% | -17.4% | -16.9% |
| All | +16.9% | +44.1% | -27.2% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling