+24.8%
NSC vs GFS
-3.7%
+28.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -5.5% | +1.0% | -6.5% | -5.6% |
| 30D | -3.2% | -8.6% | +5.4% | -2.3% |
| 3M | +7.7% | -46.5% | +54.2% | +16.2% |
| 6M | +4.5% | -4.8% | +9.3% | +1.9% |
| YTD | +15.6% | +29.7% | -14.1% | +6.1% |
| 1Y | +19.8% | +35.8% | -16.0% | +8.6% |
| 3Y | +70.1% | -18.3% | +88.4% | +63.2% |
| All | +24.8% | -3.7% | +28.5% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling