+3,387.1%
NSC vs GPN
+2,611.5%
+775.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -5.5% | +0.8% | -6.3% | -5.8% |
| 30D | -3.2% | +5.8% | -9.0% | -5.3% |
| 3M | +7.7% | +37.0% | -29.3% | -4.6% |
| 6M | +4.5% | +20.1% | -15.6% | -3.8% |
| YTD | +15.6% | +20.4% | -4.8% | +5.2% |
| 1Y | +19.8% | +7.4% | +12.4% | +13.2% |
| 3Y | +70.1% | -26.1% | +96.2% | +78.6% |
| 5Y | +46.1% | -38.5% | +84.6% | +57.5% |
| 10Y | +328.1% | +28.4% | +299.7% | +250.5% |
| All | +3,387.1% | +2,611.5% | +775.6% | +1,265.3% |
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