+230.7%
GM vs NSC
+654.2%
-423.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.5% |
| 7D | -1.1% | -2.0% | +0.9% | +0.1% |
| 30D | -4.6% | -3.2% | -1.4% | -2.9% |
| 3M | +0.2% | +3.9% | -3.7% | -2.6% |
| 6M | +12.6% | +7.8% | +4.8% | +6.5% |
| YTD | +3.7% | +13.4% | -9.7% | -4.9% |
| 1Y | +45.6% | +20.3% | +25.3% | +28.8% |
| 3Y | +162.0% | +76.1% | +85.9% | +80.1% |
| 5Y | +80.5% | +45.0% | +35.5% | +38.4% |
| 10Y | +231.3% | +335.7% | -104.4% | +37.6% |
| All | +230.7% | +654.2% | -423.5% | -6.8% |
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 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