+2,064.0%
GS vs NSC
+1,659.6%
+404.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 6M | +20.9% | +4.5% | +16.4% | +17.1% |
| YTD | +19.9% | +15.6% | +4.3% | +10.1% |
| 1Y | +41.4% | +19.8% | +21.6% | +27.3% |
| 3Y | +239.2% | +70.1% | +169.1% | +151.8% |
| 5Y | +185.0% | +46.1% | +138.9% | +125.6% |
| 10Y | +655.0% | +328.1% | +326.9% | +249.5% |
| All | +2,064.0% | +1,659.6% | +404.5% | +421.8% |
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