+589.4%
GS vs NWSA
+98.2%
+491.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | -3.2% | -9.4% | +6.2% | +1.2% |
| 30D | -2.4% | -7.8% | +5.3% | +1.1% |
| 3M | -15.7% | -10.8% | -5.0% | -11.6% |
| 6M | -6.8% | +1.1% | -7.8% | -9.0% |
| YTD | -0.1% | +1.8% | -1.9% | -3.4% |
| 1Y | +12.1% | +6.0% | +6.1% | +5.9% |
| 3Y | +185.8% | +24.6% | +161.2% | +149.8% |
| 5Y | +140.1% | +13.1% | +126.9% | +113.3% |
| 10Y | +505.2% | +148.5% | +356.7% | +240.1% |
| All | +589.4% | +98.2% | +491.3% | +317.0% |
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