-25.2%
GIS vs NSC
+44.4%
-69.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -8.4% | -1.4% | -7.0% | -8.2% |
| 30D | -5.2% | -3.4% | -1.8% | -4.6% |
| 3M | +8.2% | +5.1% | +3.1% | +7.1% |
| 6M | -12.0% | +9.2% | -21.2% | -13.6% |
| YTD | -18.9% | +13.4% | -32.3% | -20.9% |
| 1Y | -23.6% | +20.8% | -44.4% | -26.4% |
| 3Y | -37.6% | +76.1% | -113.7% | -44.5% |
| 5Y | -25.2% | +45.3% | -70.5% | -32.2% |
| All | -25.2% | +44.4% | -69.5% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling