+12.1%
GS vs NWSA
+4.0%
+8.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -3.2% | -9.4% | +6.2% | -1.5% |
| 30D | -2.4% | -7.8% | +5.3% | -0.8% |
| 3M | -15.7% | -10.8% | -5.0% | -14.2% |
| 6M | -6.8% | +1.1% | -7.8% | -6.2% |
| YTD | -0.1% | +1.8% | -1.9% | -0.3% |
| 1Y | +12.1% | +6.0% | +6.1% | +10.9% |
| All | +12.1% | +4.0% | +8.1% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling