+448.8%
GS vs NSC
+300.6%
+148.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +1.6% | -3.4% | +5.0% | +3.8% |
| 30D | +1.7% | +3.6% | -2.0% | -0.5% |
| 3M | -11.6% | -1.4% | -10.2% | -11.0% |
| 6M | -1.9% | +6.0% | -7.9% | -6.3% |
| YTD | +5.1% | +15.5% | -10.4% | -5.4% |
| 1Y | +16.4% | +16.2% | +0.2% | +4.3% |
| 3Y | +199.0% | +76.9% | +122.0% | +100.3% |
| 5Y | +157.4% | +29.3% | +128.1% | +106.6% |
| All | +448.8% | +300.6% | +148.2% | +116.3% |
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