+452.7%
GS vs NSC
+308.0%
+144.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +1.1% |
| 7D | -3.2% | -6.2% | +3.0% | +0.7% |
| 30D | -2.4% | +2.6% | -5.0% | -3.9% |
| 3M | -15.7% | -5.8% | -9.9% | -12.8% |
| 6M | -6.8% | +2.1% | -8.9% | -9.0% |
| YTD | -0.1% | +12.7% | -12.7% | -8.7% |
| 1Y | +12.1% | +15.9% | -3.8% | +0.5% |
| 3Y | +185.8% | +74.0% | +111.7% | +93.2% |
| 5Y | +140.1% | +25.2% | +114.9% | +96.5% |
| All | +452.7% | +308.0% | +144.7% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling