+4.5%
NSC vs GTLB
+111.1%
-106.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.6% |
| 7D | -5.5% | +11.1% | -16.6% | -4.6% |
| 30D | -3.2% | +37.8% | -41.0% | -0.2% |
| 3M | +7.7% | +61.6% | -53.9% | +12.6% |
| 6M | +4.5% | +98.9% | -94.4% | +14.2% |
| All | +4.5% | +111.1% | -106.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 6mo: compounded portfolio wealth divided by compounded GTLB 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…
6mo analysis · Full analysis span regression · 6 months rolling