+643.2%
GEV vs NSC
+38.7%
+604.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +8.1% | -1.5% | +9.6% | +8.7% |
| 30D | -1.9% | -1.9% | 0.0% | -1.3% |
| 3M | +4.1% | +6.2% | -2.2% | +1.4% |
| 6M | +23.2% | +9.2% | +14.0% | +18.5% |
| YTD | +48.9% | +15.0% | +33.9% | +39.8% |
| 1Y | +62.2% | +21.1% | +41.1% | +49.0% |
| All | +643.2% | +38.7% | +604.5% | +533.5% |
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