+68.8%
GD vs NXT
+178.8%
-110.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | -5.3% | -1.1% | -4.2% | -5.2% |
| 30D | -6.4% | -15.3% | +8.9% | -6.3% |
| 3M | +5.7% | -43.8% | +49.5% | +6.1% |
| 6M | -0.9% | -18.7% | +17.7% | -1.0% |
| YTD | +8.2% | -3.0% | +11.2% | +7.7% |
| 1Y | +13.4% | +22.7% | -9.3% | +12.8% |
| 3Y | +68.5% | +95.9% | -27.4% | +67.3% |
| All | +68.8% | +178.8% | -110.0% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling