+100.5%
GD vs NSC
+31.3%
+69.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +2.7% | +2.5% | +0.2% | +1.8% |
| 30D | +8.6% | +1.7% | +6.9% | +8.0% |
| 3M | -7.1% | -2.6% | -4.5% | -6.4% |
| 6M | +7.5% | +6.4% | +1.0% | +4.9% |
| YTD | +9.9% | +15.5% | -5.6% | +4.0% |
| 1Y | +7.6% | +17.6% | -10.0% | +1.2% |
| 3Y | +56.2% | +75.0% | -18.8% | +24.8% |
| All | +100.5% | +31.3% | +69.3% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling