+155.6%
GS vs NSC
+31.3%
+124.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +5.9% | +2.5% | +3.4% | +4.6% |
| 30D | +4.3% | +1.7% | +2.6% | +3.5% |
| 3M | -11.7% | -2.6% | -9.1% | -10.6% |
| 6M | -3.2% | +6.4% | -9.6% | -7.1% |
| YTD | +5.8% | +15.5% | -9.7% | -3.3% |
| 1Y | +16.0% | +17.6% | -1.6% | +4.9% |
| 3Y | +199.8% | +75.0% | +124.8% | +113.3% |
| All | +155.6% | +31.3% | +124.3% | +102.3% |
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 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