+324.2%
NSC vs GDDY
+207.2%
+116.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.4% |
| 7D | -2.8% | -3.2% | +0.4% | -2.1% |
| 30D | -4.5% | +6.8% | -11.3% | -6.5% |
| 3M | +3.5% | +30.5% | -26.9% | -5.2% |
| 6M | +8.5% | +13.3% | -4.8% | +2.3% |
| YTD | +12.3% | -21.0% | +33.3% | +16.7% |
| 1Y | +18.9% | -34.0% | +52.9% | +30.2% |
| 3Y | +74.1% | +33.1% | +41.1% | +48.8% |
| 5Y | +43.9% | +30.3% | +13.6% | +20.4% |
| All | +324.2% | +207.2% | +116.9% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling