+291.1%
NSC vs GRMN
+636.8%
-345.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.9% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +4.2% | +3.5% | +0.7% | +2.5% |
| 3M | -0.2% | -7.3% | +7.1% | +2.4% |
| 6M | +7.6% | +21.8% | -14.2% | -2.8% |
| YTD | +17.4% | +42.8% | -25.4% | -2.4% |
| 1Y | +18.3% | +46.5% | -28.2% | -2.8% |
| 3Y | +79.8% | +158.3% | -78.5% | +2.2% |
| 5Y | +34.3% | +122.6% | -88.3% | -18.5% |
| All | +291.1% | +636.8% | -345.7% | +29.7% |
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