+24.4%
NSC vs GFS
-38.3%
+62.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -3.6% |
| 7D | -6.6% | -7.8% | +1.2% | -5.7% |
| 30D | +2.2% | -19.7% | +21.8% | +4.8% |
| 3M | -6.2% | -23.1% | +16.9% | -3.6% |
| 6M | +1.7% | -46.4% | +48.1% | +8.4% |
| YTD | +12.2% | +11.0% | +1.2% | +4.2% |
| 1Y | +15.4% | +12.6% | +2.8% | +6.7% |
| 3Y | +73.3% | -24.9% | +98.3% | +67.0% |
| All | +24.4% | -38.3% | +62.6% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling