+26.8%
NSC vs GFS
-9.0%
+35.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.6% | +17.2% | -15.6% | -0.4% |
| 30D | +4.2% | -8.7% | +12.9% | +5.1% |
| 3M | -0.2% | -19.7% | +19.4% | +2.0% |
| 6M | +7.6% | -40.7% | +48.2% | +13.0% |
| YTD | +17.4% | +22.5% | -5.2% | +8.0% |
| 1Y | +18.3% | +25.2% | -6.9% | +8.2% |
| 3Y | +79.8% | -17.7% | +97.5% | +71.5% |
| 5Y | +34.3% | -23.5% | +57.9% | +25.7% |
| All | +26.8% | -9.0% | +35.7% | +18.2% |
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