+51.3%
GEV vs NSC
+19.9%
+31.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.9% |
| 7D | +1.6% | -2.8% | +4.4% | +2.4% |
| 30D | -7.9% | -4.5% | -3.4% | -6.8% |
| 3M | +5.6% | +3.5% | +2.1% | +4.7% |
| 6M | +13.1% | +8.5% | +4.5% | +10.7% |
| YTD | +46.7% | +12.3% | +34.4% | +43.3% |
| 1Y | +51.3% | +18.9% | +32.3% | +46.9% |
| All | +51.3% | +19.9% | +31.4% | +46.9% |
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 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