+284.9%
NSC vs GNRC
+372.1%
-87.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +2.5% | +7.9% | -5.4% | +0.7% |
| 30D | +1.7% | -3.7% | +5.4% | +2.0% |
| 3M | -2.6% | -11.9% | +9.4% | -1.0% |
| 6M | +6.4% | -28.6% | +35.0% | +11.9% |
| YTD | +15.5% | +39.9% | -24.4% | +1.8% |
| 1Y | +17.6% | +23.4% | -5.8% | +6.5% |
| 3Y | +75.0% | +84.2% | -9.3% | +38.4% |
| 5Y | +32.2% | -57.3% | +89.5% | +46.4% |
| All | +284.9% | +372.1% | -87.2% | +41.6% |
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