+8.2%
GD vs NXT
+10.5%
-2.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.1% | -13.7% | -2.5% |
| 7D | +3.0% | +30.0% | -27.0% | +2.9% |
| 30D | +10.5% | +28.6% | -18.1% | +10.5% |
| 3M | -5.0% | +8.4% | -13.3% | -4.8% |
| 6M | +5.5% | -8.7% | +14.2% | +5.4% |
| YTD | +10.3% | +22.5% | -12.1% | +6.1% |
| 1Y | +8.2% | +6.9% | +1.2% | +5.1% |
| All | +8.2% | +10.5% | -2.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling