+157.9%
GPC vs NWSA
+127.4%
+30.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.8% |
| 7D | +1.2% | -1.9% | +3.1% | +1.9% |
| 30D | +6.0% | +4.6% | +1.4% | +4.0% |
| 3M | +42.6% | +13.2% | +29.4% | +35.6% |
| 6M | +22.8% | +27.0% | -4.2% | +11.5% |
| YTD | +15.5% | +16.8% | -1.4% | +7.7% |
| 1Y | +2.0% | +4.5% | -2.5% | -0.9% |
| 3Y | -1.4% | +46.2% | -47.7% | -17.0% |
| 5Y | +30.6% | +40.9% | -10.3% | +8.3% |
| 10Y | +80.6% | +145.1% | -64.5% | +9.2% |
| All | +157.9% | +127.4% | +30.4% | +58.5% |
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 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