+326.9%
NSC vs GRMN
+633.1%
-306.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -1.9% | -11.3% | +9.4% | +3.0% |
| 3M | +6.2% | +17.7% | -11.5% | -2.1% |
| 6M | +9.2% | +14.2% | -5.0% | +1.3% |
| YTD | +15.0% | +37.0% | -22.0% | -2.2% |
| 1Y | +21.1% | +17.0% | +4.1% | +9.7% |
| 3Y | +78.6% | +183.2% | -104.6% | -4.2% |
| 5Y | +45.9% | +77.3% | -31.4% | +0.6% |
| 10Y | +326.9% | +630.9% | -304.0% | +36.7% |
| All | +326.9% | +633.1% | -306.3% | +36.7% |
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