+23.4%
NSC vs GAP
+10.4%
+13.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.3% |
| 7D | +1.8% | +8.0% | -6.2% | +1.2% |
| 30D | +8.8% | +2.7% | +6.1% | +8.5% |
| 3M | +1.2% | +16.0% | -14.8% | 0.0% |
| 6M | +11.3% | +2.0% | +9.3% | +11.3% |
| YTD | +20.7% | -4.4% | +25.1% | +21.2% |
| 1Y | +23.4% | +9.2% | +14.2% | +21.0% |
| All | +23.4% | +10.4% | +13.0% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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