+650.5%
GS vs NWSA
+144.0%
+506.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +2.4% | -3.1% | +5.5% | +4.0% |
| 30D | -0.1% | +4.3% | -4.3% | -2.2% |
| 3M | +0.2% | +9.2% | -9.1% | -5.1% |
| 6M | +24.8% | +21.6% | +3.2% | +11.4% |
| YTD | +18.8% | +14.2% | +4.5% | +8.9% |
| 1Y | +37.3% | +1.8% | +35.6% | +33.3% |
| 3Y | +237.9% | +44.4% | +193.4% | +173.6% |
| 5Y | +187.0% | +41.0% | +146.1% | +127.1% |
| 10Y | +650.5% | +150.0% | +500.5% | +293.7% |
| All | +650.5% | +144.0% | +506.5% | +293.7% |
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