-44.4%
GIS vs NXT
+168.4%
-212.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.1% |
| 7D | -8.4% | -2.6% | -5.8% | -8.5% |
| 30D | -5.2% | -22.4% | +17.2% | -6.2% |
| 3M | +8.2% | -27.3% | +35.5% | +6.9% |
| 6M | -12.0% | -28.5% | +16.5% | -12.9% |
| YTD | -18.9% | -6.6% | -12.3% | -19.0% |
| 1Y | -23.6% | +20.4% | -44.0% | -23.3% |
| 3Y | -37.6% | +90.9% | -128.5% | -36.9% |
| All | -44.4% | +168.4% | -212.8% | -43.0% |
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