+3,384.7%
NSC vs GPN
+2,600.4%
+784.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -3.1% |
| 7D | +2.5% | -5.6% | +8.1% | +4.1% |
| 30D | +1.7% | +13.6% | -11.9% | -3.7% |
| 3M | -2.6% | -2.8% | +0.3% | -2.8% |
| 6M | +6.4% | +38.1% | -31.6% | -7.3% |
| YTD | +15.5% | +19.9% | -4.4% | +4.1% |
| 1Y | +17.6% | +23.4% | -5.8% | +4.8% |
| 3Y | +75.0% | -12.6% | +87.6% | +70.6% |
| 5Y | +32.2% | -26.6% | +58.8% | +32.5% |
| 10Y | +296.6% | +40.4% | +256.2% | +211.7% |
| All | +3,384.7% | +2,600.4% | +784.3% | +1,250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling