+7.6%
GD vs NXT
-0.4%
+8.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | +2.7% | -9.4% | +12.1% | +2.6% |
| 30D | +8.6% | +15.1% | -6.5% | +8.7% |
| 3M | -7.1% | -9.1% | +2.0% | -6.8% |
| 6M | +7.5% | -30.3% | +37.8% | +7.5% |
| YTD | +9.9% | +9.1% | +0.8% | +4.2% |
| 1Y | +7.6% | +7.9% | -0.3% | +2.0% |
| All | +7.6% | -0.4% | +8.0% | +2.0% |
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