+21.1%
NSC vs GH
+167.0%
-145.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.5% | -2.1% | +0.6% | -1.5% |
| 30D | -1.9% | -4.5% | +2.5% | -1.9% |
| 3M | +6.2% | +28.9% | -22.7% | +5.9% |
| 6M | +9.2% | +76.5% | -67.3% | +8.1% |
| YTD | +15.0% | +57.6% | -42.6% | +14.0% |
| 1Y | +21.1% | +167.5% | -146.5% | +17.2% |
| All | +21.1% | +167.0% | -145.9% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling