+74.1%
NSC vs GDDY
+30.8%
+43.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.1% |
| 7D | -2.8% | -3.2% | +0.4% | -2.5% |
| 30D | -4.5% | +6.8% | -11.3% | -5.4% |
| 3M | +3.5% | +30.5% | -26.9% | -0.8% |
| 6M | +8.5% | +13.3% | -4.8% | +5.6% |
| YTD | +12.3% | -21.0% | +33.3% | +17.2% |
| 1Y | +18.9% | -34.0% | +52.9% | +29.0% |
| 3Y | +74.1% | +33.1% | +41.1% | +52.0% |
| All | +74.1% | +30.8% | +43.4% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling