+131.1%
GPC vs NWSA
+101.5%
+29.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -2.1% | -12.2% | +10.1% | +2.5% |
| 30D | -4.5% | -8.7% | +4.2% | -1.6% |
| 3M | -7.7% | -6.0% | -1.7% | -6.1% |
| 6M | +24.3% | -0.3% | +24.6% | +23.3% |
| YTD | +3.5% | +3.5% | 0.0% | +0.5% |
| 1Y | +0.7% | +0.8% | 0.0% | -1.1% |
| 3Y | 0.0% | +31.1% | -31.1% | -12.7% |
| 5Y | +5.8% | +18.8% | -13.0% | -6.5% |
| 10Y | +75.8% | +147.9% | -72.1% | +6.3% |
| All | +131.1% | +101.5% | +29.6% | +48.0% |
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