+5,605.4%
NSC vs GAP
+2,258.2%
+3,347.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -5.5% | -4.5% | -1.0% | -4.6% |
| 30D | -3.2% | +9.0% | -12.3% | -5.3% |
| 3M | +7.7% | +5.0% | +2.7% | +5.9% |
| 6M | +4.5% | -17.8% | +22.3% | +7.2% |
| YTD | +15.6% | -10.4% | +26.0% | +16.1% |
| 1Y | +19.8% | -3.4% | +23.2% | +17.7% |
| 3Y | +70.1% | +111.5% | -41.4% | +30.6% |
| 5Y | +46.1% | +8.8% | +37.3% | +22.6% |
| 10Y | +328.1% | +32.9% | +295.2% | +198.5% |
| All | +5,605.4% | +2,258.2% | +3,347.1% | +1,717.1% |
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