+45.3%
NSC vs GFI
+515.1%
-469.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -1.4% | -5.1% | +3.8% | -1.2% |
| 30D | -3.4% | +13.4% | -16.8% | -4.0% |
| 3M | +5.1% | +36.2% | -31.2% | +3.4% |
| 6M | +9.2% | -9.8% | +19.0% | +9.4% |
| YTD | +13.4% | +7.7% | +5.7% | +12.1% |
| 1Y | +20.8% | +27.2% | -6.4% | +17.9% |
| 3Y | +76.1% | +300.3% | -224.2% | +55.0% |
| 5Y | +45.3% | +539.8% | -494.5% | +25.4% |
| All | +45.3% | +515.1% | -469.9% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling