+632.4%
GEV vs NSC
+35.4%
+597.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.0% |
| 7D | +1.6% | -2.8% | +4.4% | +2.7% |
| 30D | -7.9% | -4.5% | -3.4% | -6.4% |
| 3M | +5.6% | +3.5% | +2.1% | +3.9% |
| 6M | +13.1% | +8.5% | +4.5% | +9.0% |
| YTD | +46.7% | +12.3% | +34.4% | +39.1% |
| 1Y | +51.3% | +18.9% | +32.3% | +39.9% |
| All | +632.4% | +35.4% | +597.0% | +530.0% |
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