+185.7%
GS vs NSC
+46.2%
+139.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +0.9% | -5.5% | +6.5% | +3.8% |
| 30D | -1.6% | -3.2% | +1.6% | 0.0% |
| 3M | -4.5% | +7.7% | -12.2% | -8.6% |
| 6M | +20.9% | +4.5% | +16.4% | +17.0% |
| YTD | +19.9% | +15.6% | +4.3% | +9.6% |
| 1Y | +41.4% | +19.8% | +21.6% | +26.5% |
| 3Y | +239.2% | +70.1% | +169.1% | +145.4% |
| All | +185.7% | +46.2% | +139.5% | +112.9% |
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