+5,605.4%
NSC vs GFI
+688.7%
+4,916.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -5.5% | +3.1% | -8.6% | -5.6% |
| 30D | -3.2% | +27.1% | -30.3% | -4.2% |
| 3M | +7.7% | +21.2% | -13.5% | +6.7% |
| 6M | +4.5% | -4.5% | +9.0% | +4.3% |
| YTD | +15.6% | +11.7% | +3.8% | +14.4% |
| 1Y | +19.8% | +46.0% | -26.2% | +17.1% |
| 3Y | +70.1% | +309.6% | -239.5% | +57.8% |
| 5Y | +46.1% | +506.0% | -459.9% | +32.1% |
| 10Y | +328.1% | +1,009.2% | -681.1% | +268.2% |
| All | +5,605.4% | +688.7% | +4,916.6% | +4,749.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling