+328.2%
NSC vs GPN
+28.6%
+299.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | -1.4% | -3.5% | +2.1% | -0.1% |
| 30D | -3.4% | +3.1% | -6.5% | -4.7% |
| 3M | +5.1% | +42.3% | -37.2% | -9.0% |
| 6M | +9.2% | +20.9% | -11.7% | -0.4% |
| YTD | +13.4% | +15.2% | -1.8% | +4.3% |
| 1Y | +20.8% | +5.4% | +15.3% | +14.5% |
| 3Y | +76.1% | -27.4% | +103.5% | +88.7% |
| 5Y | +45.3% | -44.2% | +89.5% | +68.5% |
| All | +328.2% | +28.6% | +299.6% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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