+203.1%
GS vs NSC
+79.2%
+123.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | -0.1% | -3.5% | +3.4% | +1.6% |
| 30D | +3.7% | +3.9% | -0.3% | +2.0% |
| 3M | -10.0% | -0.8% | -9.2% | -9.7% |
| 6M | -1.0% | +7.1% | -8.1% | -4.9% |
| YTD | +7.0% | +16.4% | -9.5% | -2.0% |
| 1Y | +16.6% | +16.9% | -0.3% | +6.5% |
| All | +203.1% | +79.2% | +123.9% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling