+75.0%
NSC vs GAP
+70.6%
+4.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +2.5% | -1.9% | +4.4% | +2.7% |
| 30D | +1.7% | -7.1% | +8.8% | +2.5% |
| 3M | -2.6% | +4.1% | -6.7% | -3.2% |
| 6M | +6.4% | +1.9% | +4.5% | +5.4% |
| YTD | +15.5% | -15.2% | +30.7% | +16.6% |
| 1Y | +17.6% | -10.6% | +28.2% | +17.9% |
| 3Y | +75.0% | +74.6% | +0.4% | +63.4% |
| All | +75.0% | +70.6% | +4.4% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling