+35.6%
NSC vs GTLB
-47.1%
+82.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -5.5% | +11.1% | -16.6% | -6.2% |
| 30D | -3.2% | +37.8% | -41.0% | -5.4% |
| 3M | +7.7% | +61.6% | -53.9% | +4.0% |
| 6M | +4.5% | +98.9% | -94.4% | -0.9% |
| YTD | +15.6% | +32.8% | -17.2% | +12.6% |
| 1Y | +19.8% | +14.7% | +5.2% | +17.7% |
| 3Y | +70.1% | +1.3% | +68.8% | +65.4% |
| All | +35.6% | -47.1% | +82.7% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling