+15.5%
GEHC vs NSC
+40.4%
-24.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -4.0% | -5.5% | +1.5% | -1.6% |
| 30D | -2.0% | -3.2% | +1.2% | -0.7% |
| 3M | +8.0% | +7.7% | +0.3% | +4.2% |
| 6M | -12.8% | +4.5% | -17.3% | -14.9% |
| YTD | -15.9% | +15.6% | -31.5% | -21.6% |
| 1Y | -6.9% | +19.8% | -26.8% | -14.6% |
| 3Y | 0.0% | +70.1% | -70.1% | -20.5% |
| All | +15.5% | +40.4% | -24.9% | -3.1% |
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