-35.8%
GFS vs NXT
+213.5%
-249.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.0% |
| 7D | +7.4% | -9.4% | +16.8% | +9.7% |
| 30D | -15.3% | +15.1% | -30.4% | -18.4% |
| 3M | -21.1% | -9.1% | -12.0% | -20.1% |
| 6M | -44.5% | -30.3% | -14.2% | -40.8% |
| YTD | +19.2% | +9.1% | +10.1% | +15.6% |
| 1Y | +27.2% | +7.9% | +19.4% | +23.3% |
| 3Y | -20.1% | +176.5% | -196.6% | -38.5% |
| All | -35.8% | +213.5% | -249.4% | -49.7% |
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 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