+142.5%
GLD vs NSC
+46.2%
+96.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.5% | -5.5% | +5.0% | -0.3% |
| 30D | +4.4% | -3.2% | +7.6% | +4.6% |
| 3M | -1.1% | +7.7% | -8.8% | -1.5% |
| 6M | -13.8% | +4.5% | -18.3% | -14.1% |
| YTD | +2.6% | +15.6% | -12.9% | +1.8% |
| 1Y | +24.5% | +19.8% | +4.7% | +23.3% |
| 3Y | +125.8% | +70.1% | +55.7% | +117.7% |
| All | +142.5% | +46.2% | +96.3% | +140.2% |
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