+70.9%
GD vs NXT
+246.1%
-175.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -3.0% | +15.1% | -18.1% | -3.1% |
| 30D | +9.3% | +21.8% | -12.5% | +9.2% |
| 3M | -7.2% | +1.6% | -8.8% | -7.2% |
| 6M | +5.5% | -16.7% | +22.1% | +5.5% |
| YTD | +9.5% | +20.4% | -10.9% | +8.9% |
| 1Y | +6.4% | +0.2% | +6.2% | +6.0% |
| 3Y | +59.8% | +208.7% | -148.8% | +56.8% |
| All | +70.9% | +246.1% | -175.2% | +65.4% |
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