+45.0%
NSC vs GPN
-46.4%
+91.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.8% |
| 7D | -2.0% | -6.2% | +4.2% | -0.5% |
| 30D | -3.2% | +1.0% | -4.2% | -3.6% |
| 3M | +3.9% | +36.9% | -33.0% | -4.4% |
| 6M | +7.8% | +16.8% | -9.0% | +2.6% |
| YTD | +13.4% | +13.2% | +0.2% | +8.2% |
| 1Y | +20.3% | +1.4% | +18.9% | +18.0% |
| 3Y | +76.1% | -28.6% | +104.7% | +87.0% |
| 5Y | +45.0% | -47.0% | +92.0% | +60.6% |
| All | +45.0% | -46.4% | +91.4% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling