+75.8%
NSC vs GFI
+304.2%
-228.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -2.0% | +4.7% | -6.7% | -2.2% |
| 30D | -3.2% | +14.4% | -17.6% | -3.6% |
| 3M | +3.9% | +32.5% | -28.6% | +2.9% |
| 6M | +7.8% | -7.2% | +14.9% | +7.9% |
| YTD | +13.4% | +10.9% | +2.5% | +12.3% |
| 1Y | +20.3% | +35.5% | -15.1% | +17.7% |
| All | +75.8% | +304.2% | -228.4% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling