+185.7%
GS vs NWSA
+40.7%
+145.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +0.9% | -1.9% | +2.8% | +1.8% |
| 30D | -1.6% | +4.6% | -6.2% | -3.7% |
| 3M | -4.5% | +13.2% | -17.7% | -10.6% |
| 6M | +20.9% | +27.0% | -6.1% | +6.5% |
| YTD | +19.9% | +16.8% | +3.1% | +9.6% |
| 1Y | +41.4% | +4.5% | +36.9% | +36.5% |
| 3Y | +239.2% | +46.2% | +192.9% | +180.0% |
| All | +185.7% | +40.7% | +145.1% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling