+13.4%
NSC vs GAP
-7.8%
+21.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -2.1% |
| 7D | -6.2% | -3.8% | -2.5% | -5.9% |
| 30D | +2.6% | -9.0% | +11.6% | +3.4% |
| 3M | -5.8% | +5.5% | -11.3% | -6.2% |
| 6M | +2.1% | -11.1% | +13.2% | +3.6% |
| YTD | +12.7% | -13.6% | +26.2% | +14.0% |
| All | +13.4% | -7.8% | +21.2% | +13.2% |
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