+109.3%
NSC vs GH
+472.2%
-362.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.4% | +1.4% |
| 7D | -5.4% | -7.0% | +1.6% | -4.8% |
| 30D | +2.9% | -5.2% | +8.1% | +3.3% |
| 3M | -2.2% | -5.8% | +3.6% | -1.9% |
| 6M | +5.3% | +65.9% | -60.7% | -0.2% |
| YTD | +14.8% | +55.5% | -40.7% | +8.9% |
| 1Y | +16.6% | +64.2% | -47.6% | +10.0% |
| 3Y | +78.6% | +606.0% | -527.5% | +40.9% |
| 5Y | +27.2% | +47.3% | -20.1% | +11.3% |
| All | +109.3% | +472.2% | -362.9% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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