+197.7%
GS vs NWSA
+30.8%
+166.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +1.6% | -9.7% | +11.2% | +6.2% |
| 30D | +1.7% | -8.6% | +10.3% | +5.6% |
| 3M | -11.6% | -6.3% | -5.3% | -9.5% |
| 6M | -1.9% | -1.2% | -0.7% | -3.3% |
| YTD | +5.1% | +2.6% | +2.4% | +0.5% |
| 1Y | +16.4% | 0.0% | +16.4% | +13.4% |
| All | +197.7% | +30.8% | +166.9% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling