+188.5%
GD vs NSC
+320.5%
-132.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.6% |
| 7D | -5.0% | -6.6% | +1.7% | -2.2% |
| 30D | +8.9% | +2.2% | +6.8% | +7.9% |
| 3M | -8.0% | -6.2% | -1.8% | -5.7% |
| 6M | +2.9% | +1.7% | +1.2% | +1.6% |
| YTD | +7.1% | +12.2% | -5.2% | +0.8% |
| 1Y | +5.9% | +15.4% | -9.5% | -1.5% |
| 3Y | +53.9% | +73.3% | -19.5% | +15.4% |
| 5Y | +95.4% | +24.7% | +70.7% | +68.3% |
| All | +188.5% | +320.5% | -132.0% | +41.3% |
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