-30.2%
GFS vs NXT
+178.8%
-209.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.2% |
| 30D | -8.6% | -15.3% | +6.7% | -5.0% |
| 3M | -46.5% | -43.8% | -2.8% | -39.4% |
| 6M | -4.8% | -18.7% | +13.8% | -0.6% |
| YTD | +29.7% | -3.0% | +32.7% | +30.3% |
| 1Y | +35.8% | +22.7% | +13.1% | +29.8% |
| 3Y | -18.3% | +95.9% | -114.3% | -32.5% |
| All | -30.2% | +178.8% | -209.0% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling