+295.3%
NSC vs GPC
+89.3%
+205.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.8% |
| 7D | -6.2% | +1.6% | -7.8% | -6.9% |
| 30D | +2.6% | -2.1% | +4.7% | +3.5% |
| 3M | -5.8% | -6.8% | +1.0% | -2.8% |
| 6M | +2.1% | +18.6% | -16.5% | -7.7% |
| YTD | +12.7% | +2.7% | +10.0% | +7.7% |
| 1Y | +15.9% | +1.8% | +14.1% | +11.1% |
| 3Y | +74.0% | +1.1% | +73.0% | +59.7% |
| 5Y | +25.2% | +4.1% | +21.1% | +9.6% |
| All | +295.3% | +89.3% | +205.9% | +131.1% |
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