+5,648.5%
NSC vs GPC
+2,088.4%
+3,560.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | -3.5% | -2.1% | -1.4% | -2.3% |
| 30D | +3.9% | -4.5% | +8.5% | +6.6% |
| 3M | -0.8% | -7.7% | +6.9% | +3.5% |
| 6M | +7.1% | +24.3% | -17.2% | -7.7% |
| YTD | +16.4% | +3.5% | +13.0% | +9.7% |
| 1Y | +16.9% | +0.7% | +16.2% | +11.7% |
| 3Y | +78.4% | 0.0% | +78.4% | +62.9% |
| 5Y | +33.1% | +5.8% | +27.3% | +14.2% |
| 10Y | +299.9% | +75.8% | +224.1% | +134.6% |
| All | +5,648.5% | +2,088.4% | +3,560.1% | +761.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling