+170.6%
GD vs NSC
+303.9%
-133.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +0.6% | -3.5% | +4.2% | +2.2% |
| 30D | +9.5% | +3.9% | +5.5% | +7.6% |
| 3M | -5.8% | -0.8% | -5.0% | -5.7% |
| 6M | +7.7% | +7.1% | +0.6% | +4.0% |
| YTD | +11.1% | +16.4% | -5.4% | +2.9% |
| 1Y | +6.1% | +16.9% | -10.8% | -1.8% |
| 3Y | +59.8% | +78.4% | -18.6% | +18.7% |
| 5Y | +104.6% | +33.1% | +71.5% | +71.2% |
| 10Y | +170.6% | +299.9% | -129.3% | +45.7% |
| All | +170.6% | +303.9% | -133.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling