+24.2%
NSC vs GFS
-3.9%
+28.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.5% | +2.6% | -4.2% | -1.9% |
| 30D | -1.9% | -16.4% | +14.5% | +0.3% |
| 3M | +6.2% | -41.6% | +47.8% | +13.3% |
| 6M | +9.2% | -3.7% | +12.9% | +6.2% |
| YTD | +15.0% | +29.3% | -14.3% | +5.6% |
| 1Y | +21.1% | +37.1% | -16.0% | +9.6% |
| 3Y | +78.6% | -22.1% | +100.7% | +72.5% |
| All | +24.2% | -3.9% | +28.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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