+67.1%
GD vs NXT
+246.1%
-179.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -6.0% | -0.7% |
| 7D | -5.0% | +32.2% | -37.2% | -5.1% |
| 30D | +8.9% | +21.9% | -13.0% | +8.8% |
| 3M | -8.0% | +6.6% | -14.6% | -8.1% |
| 6M | +2.9% | -16.8% | +19.7% | +3.0% |
| YTD | +7.1% | +20.4% | -13.4% | +6.5% |
| 1Y | +5.9% | -1.5% | +7.5% | +5.5% |
| 3Y | +53.9% | +182.4% | -128.5% | +51.5% |
| All | +67.1% | +246.1% | -179.0% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling