-42.6%
GIS vs NXT
+171.8%
-214.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.8% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | -0.5% | -20.0% | +19.5% | -1.4% |
| 3M | +11.9% | -30.9% | +42.8% | +10.4% |
| 6M | -11.6% | -23.8% | +12.2% | -12.3% |
| YTD | -16.3% | -5.4% | -10.9% | -16.4% |
| 1Y | -21.8% | +28.0% | -49.8% | -21.3% |
| 3Y | -35.7% | +93.3% | -129.0% | -34.8% |
| All | -42.6% | +171.8% | -214.4% | -41.2% |
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