+17.7%
GFS vs NXT
+10.5%
+7.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +11.1% | -17.1% | -9.3% |
| 7D | -12.5% | +30.0% | -42.5% | -20.2% |
| 30D | -16.9% | +28.6% | -45.5% | -24.3% |
| 3M | -22.3% | +8.4% | -30.6% | -25.0% |
| 6M | -40.2% | -8.7% | -31.5% | -39.2% |
| YTD | +16.0% | +22.5% | -6.5% | +9.2% |
| 1Y | +17.7% | +6.9% | +10.8% | +15.0% |
| All | +17.7% | +10.5% | +7.2% | +15.0% |
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