+5,440.5%
NSC vs GAP
+2,175.1%
+3,265.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.9% |
| 7D | -6.6% | -3.8% | -2.9% | -5.9% |
| 30D | +2.2% | -9.0% | +11.2% | +4.1% |
| 3M | -6.2% | +5.5% | -11.7% | -7.8% |
| 6M | +1.7% | -11.1% | +12.8% | +2.7% |
| YTD | +12.2% | -13.6% | +25.8% | +13.3% |
| 1Y | +15.4% | -2.9% | +18.3% | +13.3% |
| 3Y | +73.3% | +69.6% | +3.7% | +40.2% |
| 5Y | +24.7% | +5.4% | +19.3% | +5.4% |
| 10Y | +324.5% | +17.8% | +306.7% | +204.3% |
| All | +5,440.5% | +2,175.1% | +3,265.4% | +1,672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling