+19,851.2%
GD vs NSC
+5,745.4%
+14,105.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -5.3% | -5.5% | +0.3% | -3.6% |
| 30D | -6.4% | -3.2% | -3.2% | -5.5% |
| 3M | +5.7% | +7.7% | -2.0% | +3.1% |
| 6M | -0.9% | +4.5% | -5.5% | -2.8% |
| YTD | +8.2% | +15.6% | -7.4% | +2.8% |
| 1Y | +13.4% | +19.8% | -6.4% | +6.6% |
| 3Y | +68.5% | +70.1% | -1.6% | +39.4% |
| 5Y | +97.2% | +46.1% | +51.0% | +69.4% |
| 10Y | +190.2% | +328.1% | -137.9% | +79.1% |
| All | +19,851.2% | +5,745.4% | +14,105.8% | +6,098.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling