+73.3%
GD vs NXT
+231.9%
-158.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +0.6% | -5.7% | +6.4% | +0.7% |
| 30D | +9.5% | +18.5% | -9.1% | +9.4% |
| 3M | -5.8% | -4.1% | -1.8% | -5.8% |
| 6M | +7.7% | -20.3% | +28.1% | +7.8% |
| YTD | +11.1% | +15.5% | -4.4% | +10.4% |
| 1Y | +6.1% | -5.0% | +11.0% | +5.7% |
| 3Y | +59.8% | +191.6% | -131.8% | +57.0% |
| All | +73.3% | +231.9% | -158.6% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling