+93.8%
GD vs NSC
+23.9%
+69.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | -5.0% | -6.6% | +1.7% | -2.9% |
| 30D | +8.9% | +2.2% | +6.8% | +8.2% |
| 3M | -8.0% | -6.2% | -1.8% | -6.3% |
| 6M | +2.9% | +1.7% | +1.2% | +2.0% |
| YTD | +7.1% | +12.2% | -5.2% | +2.3% |
| 1Y | +5.9% | +15.4% | -9.5% | +0.2% |
| 3Y | +53.9% | +73.3% | -19.5% | +23.1% |
| All | +93.8% | +23.9% | +69.9% | +73.4% |
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