+36.9%
NSC vs GLXY
+12.0%
+24.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -5.5% | +13.4% | -19.0% | -5.6% |
| 30D | -3.2% | +38.1% | -41.3% | -3.4% |
| 3M | +7.7% | -7.3% | +15.0% | +7.8% |
| 6M | +4.5% | +8.2% | -3.7% | +4.1% |
| YTD | +15.6% | +17.8% | -2.2% | +15.0% |
| 1Y | +19.8% | +14.9% | +4.9% | +18.8% |
| All | +36.9% | +12.0% | +24.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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