-46.4%
GFS vs NXT
-16.0%
-30.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.3% | +0.9% | +4.2% |
| 7D | -7.8% | +32.2% | -40.1% | -17.7% |
| 30D | -19.7% | +21.9% | -41.6% | -26.1% |
| 3M | -23.1% | +6.6% | -29.7% | -25.3% |
| 6M | -46.4% | -16.8% | -29.6% | -41.1% |
| All | -46.4% | -16.0% | -30.4% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling