+2,883.5%
GE vs NSC
+5,745.4%
-2,861.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -1.6% | -5.5% | +3.9% | +0.9% |
| 30D | -11.6% | -3.2% | -8.4% | -10.4% |
| 3M | +3.0% | +7.7% | -4.7% | -0.6% |
| 6M | -0.5% | +4.5% | -5.0% | -2.9% |
| YTD | +9.7% | +15.6% | -5.8% | +2.3% |
| 1Y | +20.0% | +19.8% | +0.2% | +10.0% |
| 3Y | +275.8% | +70.1% | +205.7% | +187.7% |
| 5Y | +429.1% | +46.1% | +383.0% | +328.0% |
| 10Y | +151.2% | +328.1% | -176.9% | +27.7% |
| All | +2,883.5% | +5,745.4% | -2,861.8% | +321.7% |
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