+154.7%
GS vs NSC
+34.1%
+120.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +5.1% | +1.6% | +3.5% | +4.3% |
| 30D | +2.4% | +4.2% | -1.8% | +0.4% |
| 3M | -11.5% | -0.2% | -11.2% | -11.4% |
| 6M | -2.5% | +7.6% | -10.1% | -6.9% |
| YTD | +5.5% | +17.4% | -11.9% | -4.4% |
| 1Y | +11.0% | +18.3% | -7.2% | +0.2% |
| 3Y | +200.1% | +79.8% | +120.3% | +110.4% |
| 5Y | +154.7% | +34.3% | +120.4% | +100.0% |
| All | +154.7% | +34.1% | +120.6% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling