+23.9%
NSC vs GFS
-13.5%
+37.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.2% |
| 7D | -5.4% | -3.1% | -2.2% | -5.1% |
| 30D | +2.9% | -16.0% | +19.0% | +4.9% |
| 3M | -2.2% | -24.7% | +22.5% | +0.9% |
| 6M | +5.3% | -45.1% | +50.4% | +11.8% |
| YTD | +14.8% | +16.5% | -1.7% | +6.3% |
| 1Y | +16.6% | +19.3% | -2.8% | +7.3% |
| 3Y | +78.6% | -20.0% | +98.5% | +70.9% |
| 5Y | +27.2% | -32.0% | +59.2% | +20.0% |
| All | +23.9% | -13.5% | +37.4% | +16.3% |
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