+110.8%
NSC vs GH
+481.7%
-370.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -5.5% | -0.1% | -5.5% | -5.5% |
| 30D | -3.2% | -1.1% | -2.1% | -3.2% |
| 3M | +7.7% | +21.3% | -13.6% | +5.5% |
| 6M | +4.5% | +73.5% | -69.0% | -1.4% |
| YTD | +15.6% | +58.0% | -42.5% | +9.8% |
| 1Y | +19.8% | +163.1% | -143.2% | +7.8% |
| 3Y | +70.1% | +361.0% | -290.9% | +39.8% |
| 5Y | +46.1% | +22.5% | +23.6% | +30.5% |
| All | +110.8% | +481.7% | -370.8% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling