+437.1%
GS vs NWSA
+141.7%
+295.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.4% |
| 7D | +5.1% | -0.8% | +5.9% | +5.6% |
| 30D | +2.4% | -11.3% | +13.8% | +8.4% |
| 3M | -11.5% | -8.1% | -3.4% | -8.3% |
| 6M | -2.5% | -0.7% | -1.8% | -4.0% |
| YTD | +5.5% | +1.3% | +4.1% | +2.0% |
| 1Y | +11.0% | -1.3% | +12.3% | +8.8% |
| 3Y | +200.1% | +28.4% | +171.7% | +156.0% |
| 5Y | +154.7% | +15.3% | +139.4% | +122.3% |
| All | +437.1% | +141.7% | +295.4% | +196.5% |
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