+284.9%
NSC vs GPC
+74.9%
+210.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +2.5% | +0.4% | +2.0% | +2.2% |
| 30D | +1.7% | -6.3% | +8.0% | +4.8% |
| 3M | -2.6% | -8.2% | +5.6% | +1.3% |
| 6M | +6.4% | +27.1% | -20.7% | -7.1% |
| YTD | +15.5% | +3.1% | +12.4% | +10.1% |
| 1Y | +17.6% | +0.1% | +17.5% | +13.8% |
| 3Y | +75.0% | +0.2% | +74.8% | +61.4% |
| 5Y | +32.2% | +4.9% | +27.3% | +15.3% |
| All | +284.9% | +74.9% | +210.0% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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