+1,704.0%
GS vs NSC
+1,608.7%
+95.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +1.1% |
| 7D | -3.2% | -6.6% | +3.4% | +0.3% |
| 30D | -2.4% | +2.2% | -4.6% | -3.5% |
| 3M | -15.7% | -6.2% | -9.5% | -13.1% |
| 6M | -6.8% | +1.7% | -8.5% | -8.4% |
| YTD | -0.1% | +12.2% | -12.3% | -6.9% |
| 1Y | +12.1% | +15.4% | -3.3% | +2.9% |
| 3Y | +185.8% | +73.3% | +112.4% | +110.3% |
| 5Y | +140.1% | +24.7% | +115.4% | +106.0% |
| 10Y | +505.2% | +324.5% | +180.8% | +181.8% |
| All | +1,704.0% | +1,608.7% | +95.3% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling