+25.7%
GPN vs NWSA
+149.4%
-123.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.3% | -2.8% | -1.5% | -2.9% |
| 30D | 0.0% | +3.0% | -3.0% | -1.6% |
| 3M | +35.8% | +12.3% | +23.5% | +27.7% |
| 6M | +22.0% | +21.9% | +0.1% | +9.6% |
| YTD | +15.2% | +13.6% | +1.6% | +7.2% |
| 1Y | +3.5% | +0.5% | +3.0% | +2.3% |
| 3Y | -26.9% | +43.8% | -70.7% | -39.9% |
| 5Y | -44.2% | +41.2% | -85.4% | -55.0% |
| All | +25.7% | +149.4% | -123.7% | -29.2% |
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