+12.6%
GFS vs NXT
-5.9%
+18.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.3% | +0.9% | +4.5% |
| 7D | -7.8% | +32.2% | -40.1% | -16.3% |
| 30D | -19.7% | +21.9% | -41.6% | -25.3% |
| 3M | -23.1% | +6.6% | -29.7% | -25.3% |
| 6M | -46.4% | -16.8% | -29.6% | -44.0% |
| YTD | +11.0% | +20.4% | -9.4% | +6.3% |
| 1Y | +12.6% | -1.5% | +14.2% | +13.7% |
| All | +12.6% | -5.9% | +18.5% | +13.7% |
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 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