-24.8%
GIS vs NSC
+19.9%
-44.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -6.4% | -2.8% | -3.6% | -5.7% |
| 30D | -6.1% | -4.5% | -1.6% | -4.9% |
| 3M | +7.8% | +3.5% | +4.3% | +6.3% |
| 6M | -8.8% | +8.5% | -17.3% | -11.5% |
| YTD | -19.1% | +12.3% | -31.5% | -22.1% |
| 1Y | -24.8% | +18.9% | -43.7% | -28.1% |
| All | -24.8% | +19.9% | -44.6% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling