+75.8%
GM vs NSC
+42.7%
+33.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | 0.0% |
| 7D | -2.4% | -2.8% | +0.4% | -0.8% |
| 30D | -1.1% | -4.5% | +3.4% | +1.4% |
| 3M | +6.1% | +3.5% | +2.6% | +3.2% |
| 6M | +15.0% | +8.5% | +6.4% | +8.1% |
| YTD | +6.0% | +12.3% | -6.4% | -2.5% |
| 1Y | +47.1% | +18.9% | +28.1% | +30.5% |
| 3Y | +170.5% | +74.1% | +96.4% | +81.8% |
| All | +75.8% | +42.7% | +33.1% | +33.8% |
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