+3,845.9%
NSC vs GRMN
+6,655.2%
-2,809.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.5% | -2.9% | -2.7% | -4.7% |
| 30D | -3.2% | -8.4% | +5.2% | -0.8% |
| 3M | +7.7% | +15.0% | -7.3% | +2.6% |
| 6M | +4.5% | +11.2% | -6.7% | +0.2% |
| YTD | +15.6% | +37.7% | -22.1% | +3.6% |
| 1Y | +19.8% | +18.5% | +1.4% | +11.9% |
| 3Y | +70.1% | +175.8% | -105.7% | +20.0% |
| 5Y | +46.1% | +75.1% | -29.0% | +16.6% |
| 10Y | +328.1% | +637.0% | -308.9% | +129.3% |
| All | +3,845.9% | +6,655.2% | -2,809.3% | +1,003.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling