+20,396.9%
GD vs NSC
+5,742.2%
+14,654.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.3% |
| 7D | -1.9% | -3.4% | +1.5% | -0.8% |
| 30D | +10.9% | +3.6% | +7.3% | +9.7% |
| 3M | -6.8% | -1.4% | -5.4% | -6.5% |
| 6M | +7.0% | +6.0% | +1.1% | +4.8% |
| YTD | +11.1% | +15.5% | -4.4% | +5.6% |
| 1Y | +7.0% | +16.2% | -9.2% | +1.5% |
| 3Y | +59.9% | +76.9% | -17.0% | +30.9% |
| 5Y | +102.5% | +29.3% | +73.1% | +80.8% |
| 10Y | +174.0% | +298.3% | -124.3% | +72.5% |
| All | +20,396.9% | +5,742.2% | +14,654.7% | +6,265.0% |
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