+2.4%
GPC vs NWSA
+26.5%
-24.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.8% | -10.5% | +11.3% | +4.0% |
| 30D | -1.1% | -8.8% | +7.7% | +1.4% |
| 3M | -6.6% | -6.5% | -0.1% | -5.3% |
| 6M | +22.2% | -1.3% | +23.6% | +21.4% |
| YTD | +5.1% | +2.5% | +2.6% | +3.1% |
| 1Y | +2.8% | +0.2% | +2.6% | +1.7% |
| 3Y | +2.4% | +27.6% | -25.2% | -6.5% |
| All | +2.4% | +26.5% | -24.2% | -6.5% |
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 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