+1,463.7%
GIS vs NSC
+5,718.1%
-4,254.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -8.3% | -1.5% | -6.8% | -8.0% |
| 30D | +2.2% | -1.9% | +4.1% | +2.5% |
| 3M | +15.7% | +6.2% | +9.5% | +14.5% |
| 6M | -12.0% | +9.2% | -21.1% | -13.4% |
| YTD | -15.0% | +15.0% | -30.0% | -17.1% |
| 1Y | -20.1% | +21.1% | -41.2% | -22.8% |
| 3Y | -34.6% | +78.6% | -113.2% | -41.3% |
| 5Y | -22.8% | +45.9% | -68.7% | -28.9% |
| 10Y | -18.5% | +326.9% | -345.4% | -39.0% |
| All | +1,463.7% | +5,718.1% | -4,254.4% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling