+27.2%
NSC vs GH
+43.1%
-15.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.4% | +1.4% |
| 7D | -5.4% | -7.0% | +1.6% | -4.9% |
| 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% | +0.7% |
| YTD | +14.8% | +55.5% | -40.7% | +9.9% |
| 1Y | +16.6% | +64.2% | -47.6% | +11.0% |
| 3Y | +78.6% | +606.0% | -527.5% | +46.1% |
| 5Y | +27.2% | +47.3% | -20.1% | +3.6% |
| All | +27.2% | +43.1% | -15.9% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling