+8.9%
GE vs NSC
+24.4%
-15.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.4% |
| 7D | +9.4% | +1.8% | +7.6% | +8.7% |
| 30D | +7.5% | +8.8% | -1.3% | +4.4% |
| 3M | -12.5% | +1.2% | -13.8% | -12.8% |
| 6M | +17.8% | +11.3% | +6.4% | +11.9% |
| YTD | +7.4% | +20.7% | -13.3% | -1.8% |
| 1Y | +8.9% | +23.4% | -14.5% | -1.4% |
| All | +8.9% | +24.4% | -15.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling