+324.2%
NSC vs GFI
+1,066.8%
-742.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.9% |
| 7D | -2.8% | -4.9% | +2.1% | -2.7% |
| 30D | -4.5% | +10.7% | -15.2% | -4.8% |
| 3M | +3.5% | +25.6% | -22.1% | +2.8% |
| 6M | +8.5% | -8.3% | +16.8% | +8.6% |
| YTD | +12.3% | +6.3% | +6.0% | +11.7% |
| 1Y | +18.9% | +22.1% | -3.1% | +17.7% |
| 3Y | +74.1% | +289.2% | -215.1% | +65.0% |
| 5Y | +43.9% | +531.7% | -487.7% | +34.5% |
| All | +324.2% | +1,066.8% | -742.7% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling