+175.3%
GME vs NWSA
+123.2%
+52.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.2% |
| 7D | +0.4% | -2.6% | +3.1% | +2.2% |
| 30D | -1.4% | +4.6% | -6.0% | -4.4% |
| 3M | -15.1% | +10.2% | -25.3% | -21.1% |
| 6M | -22.5% | +21.6% | -44.1% | -32.8% |
| YTD | -5.9% | +14.6% | -20.6% | -15.7% |
| 1Y | -18.6% | +0.4% | -19.0% | -20.8% |
| 3Y | +6.7% | +45.0% | -38.3% | -18.5% |
| 5Y | -62.0% | +41.3% | -103.3% | -70.6% |
| 10Y | +239.5% | +142.8% | +96.7% | +88.4% |
| All | +175.3% | +123.2% | +52.1% | +58.7% |
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