+3,818.4%
NSC vs GRMN
+7,042.9%
-3,224.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.2% |
| 7D | -5.4% | +6.4% | -11.7% | -7.1% |
| 30D | +2.9% | +8.7% | -5.8% | +0.3% |
| 3M | -2.2% | -5.8% | +3.6% | -0.7% |
| 6M | +5.3% | +22.5% | -17.3% | -1.9% |
| YTD | +14.8% | +45.6% | -30.8% | +1.0% |
| 1Y | +16.6% | +47.5% | -30.9% | +2.1% |
| 3Y | +78.6% | +166.2% | -87.6% | +27.3% |
| 5Y | +27.2% | +124.1% | -96.9% | -5.5% |
| 10Y | +302.5% | +668.0% | -365.5% | +112.4% |
| All | +3,818.4% | +7,042.9% | -3,224.5% | +975.1% |
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