+24.4%
NSC vs GRMN
+122.2%
-97.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -6.6% | +4.7% | -11.4% | -7.8% |
| 30D | +2.2% | +3.4% | -1.3% | +1.1% |
| 3M | -6.2% | -5.0% | -1.2% | -5.1% |
| 6M | +1.7% | +18.6% | -16.9% | -4.2% |
| YTD | +12.2% | +42.5% | -30.3% | -1.1% |
| 1Y | +15.4% | +42.3% | -26.9% | +1.6% |
| 3Y | +73.3% | +158.5% | -85.1% | +13.8% |
| All | +24.4% | +122.2% | -97.9% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling