+478.5%
GS vs NSC
+315.5%
+163.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +3.6% |
| 7D | +0.8% | -5.4% | +6.2% | +4.3% |
| 30D | +1.2% | +2.9% | -1.7% | -0.5% |
| 3M | -12.4% | -2.2% | -10.3% | -11.4% |
| 6M | -2.3% | +5.3% | -7.6% | -6.4% |
| YTD | +4.6% | +14.8% | -10.2% | -5.5% |
| 1Y | +17.5% | +16.6% | +0.9% | +5.1% |
| 3Y | +202.0% | +78.6% | +123.4% | +101.0% |
| 5Y | +152.4% | +27.2% | +125.2% | +104.7% |
| 10Y | +478.5% | +302.5% | +176.0% | +121.2% |
| All | +478.5% | +315.5% | +163.0% | +121.2% |
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 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