-21.1%
GIS vs NSC
+332.1%
-353.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -6.4% | -2.8% | -3.6% | -5.9% |
| 30D | -6.1% | -4.5% | -1.6% | -5.4% |
| 3M | +7.8% | +3.5% | +4.3% | +7.1% |
| 6M | -8.8% | +8.5% | -17.3% | -10.2% |
| YTD | -19.1% | +12.3% | -31.5% | -20.9% |
| 1Y | -24.8% | +18.9% | -43.7% | -27.1% |
| 3Y | -37.6% | +74.1% | -111.7% | -43.8% |
| 5Y | -25.4% | +43.9% | -69.3% | -31.2% |
| All | -21.1% | +332.1% | -353.2% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling