+885.3%
NSC vs GNRC
+2,087.1%
-1,201.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | -5.5% | +1.9% | -7.4% | -5.9% |
| 30D | -3.2% | -13.8% | +10.6% | -0.2% |
| 3M | +7.7% | -32.6% | +40.3% | +16.1% |
| 6M | +4.5% | -15.2% | +19.7% | +6.1% |
| YTD | +15.6% | +37.4% | -21.8% | +4.2% |
| 1Y | +19.8% | +5.1% | +14.7% | +13.8% |
| 3Y | +70.1% | +57.5% | +12.6% | +42.7% |
| 5Y | +46.1% | -58.7% | +104.8% | +57.1% |
| 10Y | +328.1% | +395.5% | -67.4% | +126.7% |
| All | +885.3% | +2,087.1% | -1,201.9% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling