+57.9%
GD vs NSC
+77.8%
-19.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.3% |
| 7D | -1.9% | -3.4% | +1.5% | -1.0% |
| 30D | +10.9% | +3.6% | +7.3% | +9.9% |
| 3M | -6.8% | -1.4% | -5.4% | -6.5% |
| 6M | +7.0% | +6.0% | +1.1% | +5.1% |
| YTD | +11.1% | +15.5% | -4.4% | +6.2% |
| 1Y | +7.0% | +16.2% | -9.2% | +2.2% |
| All | +57.9% | +77.8% | -19.9% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling