+727.0%
GS vs NWSA
+127.4%
+599.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +0.9% | -1.9% | +2.8% | +1.9% |
| 30D | -1.6% | +4.6% | -6.2% | -3.8% |
| 3M | -4.5% | +13.2% | -17.7% | -11.0% |
| 6M | +20.9% | +27.0% | -6.1% | +6.1% |
| YTD | +19.9% | +16.8% | +3.1% | +9.1% |
| 1Y | +41.4% | +4.5% | +36.9% | +35.6% |
| 3Y | +239.2% | +46.2% | +192.9% | +175.7% |
| 5Y | +185.0% | +40.9% | +144.1% | +128.3% |
| 10Y | +655.0% | +145.1% | +509.8% | +323.1% |
| All | +727.0% | +127.4% | +599.6% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling