+75.8%
NSC vs GNRC
+61.2%
+14.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -2.0% | +3.2% | -5.2% | -2.5% |
| 30D | -3.2% | -9.5% | +6.3% | -1.8% |
| 3M | +3.9% | -28.5% | +32.5% | +8.8% |
| 6M | +7.8% | -10.0% | +17.7% | +7.3% |
| YTD | +13.4% | +36.7% | -23.3% | +2.8% |
| 1Y | +20.3% | +2.6% | +17.7% | +15.0% |
| All | +75.8% | +61.2% | +14.6% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling