+6.4%
NSC vs GNRC
-30.2%
+36.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | +2.5% | +7.9% | -5.4% | +2.2% |
| 30D | +1.7% | -3.7% | +5.4% | +1.6% |
| 3M | -2.6% | -11.9% | +9.4% | -2.5% |
| 6M | +6.4% | -28.6% | +35.0% | +6.4% |
| All | +6.4% | -30.2% | +36.6% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling