+3,441.6%
NSC vs GPN
+2,491.4%
+950.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.0% | +12.8% | +5.0% |
| 7D | +1.6% | -7.1% | +8.8% | +3.8% |
| 30D | +4.2% | +7.7% | -3.5% | +0.6% |
| 3M | -0.2% | -0.1% | -0.1% | -1.5% |
| 6M | +7.6% | +29.4% | -21.8% | -4.1% |
| YTD | +17.4% | +15.1% | +2.3% | +7.4% |
| 1Y | +18.3% | +15.4% | +2.8% | +8.0% |
| 3Y | +79.8% | -16.5% | +96.3% | +78.2% |
| 5Y | +34.3% | -29.6% | +63.9% | +36.7% |
| 10Y | +303.1% | +34.7% | +268.3% | +221.6% |
| All | +3,441.6% | +2,491.4% | +950.2% | +1,293.0% |
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