+54.9%
GD vs NXT
+167.3%
-112.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.3% | -2.3% |
| 7D | -3.9% | +24.7% | -28.6% | -3.9% |
| 30D | +8.1% | +13.0% | -5.0% | +8.1% |
| 3M | -6.8% | -0.2% | -6.5% | -6.7% |
| 6M | +3.0% | -19.3% | +22.3% | +3.0% |
| YTD | +7.8% | +14.3% | -6.6% | +7.4% |
| 1Y | +5.8% | -11.0% | +16.8% | +5.5% |
| All | +54.9% | +167.3% | -112.5% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling