+56.2%
GD vs NSC
+77.7%
-21.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +2.7% | +2.5% | +0.2% | +2.0% |
| 30D | +8.6% | +1.7% | +6.9% | +8.1% |
| 3M | -7.1% | -2.6% | -4.5% | -6.5% |
| 6M | +7.5% | +6.4% | +1.0% | +5.4% |
| YTD | +9.9% | +15.5% | -5.6% | +5.1% |
| 1Y | +7.6% | +17.6% | -10.0% | +2.3% |
| 3Y | +56.2% | +75.0% | -18.8% | +35.1% |
| All | +56.2% | +77.7% | -21.5% | +35.1% |
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