+5,605.4%
NSC vs GPC
+2,341.8%
+3,263.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | -3.2% | +5.1% | -8.4% | -6.1% |
| 3M | +7.7% | +41.5% | -33.8% | -13.4% |
| 6M | +4.5% | +21.8% | -17.3% | -9.0% |
| YTD | +15.6% | +14.6% | +1.0% | +2.9% |
| 1Y | +19.8% | +1.3% | +18.6% | +14.5% |
| 3Y | +70.1% | -1.4% | +71.5% | +56.8% |
| 5Y | +46.1% | +30.6% | +15.5% | +10.3% |
| 10Y | +328.1% | +80.6% | +247.5% | +148.4% |
| All | +5,605.4% | +2,341.8% | +3,263.6% | +704.1% |
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 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