-30.4%
GFS vs NXT
+181.9%
-212.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +2.6% | +2.9% | -0.2% | +2.0% |
| 30D | -16.4% | -17.2% | +0.9% | -12.7% |
| 3M | -41.6% | -32.0% | -9.6% | -36.4% |
| 6M | -3.7% | -15.8% | +12.1% | -0.1% |
| YTD | +29.3% | -1.9% | +31.2% | +29.6% |
| 1Y | +37.1% | +22.5% | +14.6% | +31.0% |
| 3Y | -22.1% | +100.5% | -122.7% | -36.0% |
| All | -30.4% | +181.9% | -212.3% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling