+52.3%
GM vs NSC
+20.4%
+31.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +1.7% | -5.5% | +7.2% | +3.2% |
| 30D | -1.6% | -3.2% | +1.6% | -0.8% |
| 3M | +5.7% | +7.7% | -2.0% | +2.0% |
| 6M | +12.2% | +4.5% | +7.6% | +9.8% |
| YTD | +8.4% | +15.6% | -7.2% | -0.3% |
| 1Y | +52.3% | +19.8% | +32.5% | +38.4% |
| All | +52.3% | +20.4% | +31.9% | +38.4% |
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