+19,778.3%
GD vs NSC
+5,741.7%
+14,036.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.0% |
| 7D | -3.9% | -3.8% | -0.1% | -2.8% |
| 30D | +8.1% | +4.1% | +4.0% | +6.7% |
| 3M | -6.8% | -3.3% | -3.5% | -5.9% |
| 6M | +3.0% | +5.9% | -2.9% | +0.8% |
| YTD | +7.8% | +15.5% | -7.7% | +2.4% |
| 1Y | +5.8% | +19.3% | -13.5% | -0.5% |
| 3Y | +55.3% | +79.0% | -23.7% | +26.6% |
| 5Y | +96.7% | +28.3% | +68.4% | +76.1% |
| 10Y | +195.4% | +336.8% | -141.5% | +81.3% |
| All | +19,778.3% | +5,741.7% | +14,036.6% | +6,073.0% |
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