+328.2%
NSC vs GNRC
+433.2%
-105.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.6% |
| 7D | -1.4% | -0.7% | -0.6% | -1.2% |
| 30D | -3.4% | -15.8% | +12.5% | +0.3% |
| 3M | +5.1% | -24.0% | +29.1% | +10.5% |
| 6M | +9.2% | -13.8% | +23.0% | +10.4% |
| YTD | +13.4% | +33.2% | -19.8% | +2.3% |
| 1Y | +20.8% | -1.8% | +22.6% | +16.2% |
| 3Y | +76.1% | +57.7% | +18.4% | +45.7% |
| 5Y | +45.3% | -59.7% | +105.0% | +63.9% |
| All | +328.2% | +433.2% | -105.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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