+87.4%
GPC vs NWSA
+144.0%
-56.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.6% | -3.1% | +2.4% | +0.6% |
| 30D | +1.3% | +4.3% | -3.0% | -0.4% |
| 3M | +37.1% | +9.2% | +27.9% | +32.0% |
| 6M | +23.2% | +21.6% | +1.6% | +13.4% |
| YTD | +13.1% | +14.2% | -1.1% | +6.1% |
| 1Y | +0.9% | +1.8% | -0.9% | -1.0% |
| 3Y | -0.8% | +44.4% | -45.3% | -16.9% |
| 5Y | +31.1% | +41.0% | -9.8% | +7.5% |
| 10Y | +87.4% | +150.0% | -62.7% | +6.6% |
| All | +87.4% | +144.0% | -56.6% | +6.6% |
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