+72.4%
GPC vs NWSA
+148.1%
-75.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.7% |
| 7D | +0.4% | +2.2% | -1.8% | -0.5% |
| 30D | -6.3% | -8.8% | +2.5% | -3.3% |
| 3M | -8.2% | -6.5% | -1.7% | -6.3% |
| 6M | +27.1% | +1.5% | +25.6% | +25.0% |
| YTD | +3.1% | +4.0% | -0.9% | -0.2% |
| 1Y | +0.1% | +3.4% | -3.4% | -3.0% |
| 3Y | +0.2% | +34.8% | -34.6% | -14.3% |
| 5Y | +4.9% | +18.4% | -13.5% | -7.9% |
| All | +72.4% | +148.1% | -75.8% | -0.5% |
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 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