+284.9%
NSC vs GRMN
+628.7%
-343.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | +1.7% | +1.2% | +0.5% | +1.0% |
| 3M | -2.6% | -8.9% | +6.4% | +0.8% |
| 6M | +6.4% | +23.0% | -16.6% | -4.2% |
| YTD | +15.5% | +41.2% | -25.7% | -3.5% |
| 1Y | +17.6% | +47.5% | -29.9% | -3.8% |
| 3Y | +75.0% | +155.8% | -80.8% | -0.1% |
| 5Y | +32.2% | +120.2% | -88.0% | -19.5% |
| All | +284.9% | +628.7% | -343.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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