+7.2%
GEHC vs NSC
+36.5%
-29.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | -7.2% | -2.8% | -4.4% | -6.0% |
| 30D | -11.6% | -4.5% | -7.0% | -9.8% |
| 3M | -0.8% | +3.5% | -4.4% | -2.7% |
| 6M | -11.9% | +8.5% | -20.4% | -15.5% |
| YTD | -21.9% | +12.3% | -34.3% | -26.3% |
| 1Y | -17.8% | +18.9% | -36.8% | -24.4% |
| 3Y | -3.5% | +74.1% | -77.7% | -23.3% |
| All | +7.2% | +36.5% | -29.3% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling