+131.0%
GLD vs NXT
+181.9%
-50.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.8% |
| 7D | +0.7% | +2.9% | -2.1% | +0.6% |
| 30D | +0.3% | -17.2% | +17.6% | +1.3% |
| 3M | +0.6% | -32.0% | +32.6% | +2.3% |
| 6M | -15.6% | -15.8% | +0.2% | -14.8% |
| YTD | +0.9% | -1.9% | +2.8% | +1.8% |
| 1Y | +19.4% | +22.5% | -3.1% | +20.1% |
| 3Y | +124.5% | +100.5% | +23.9% | +124.7% |
| All | +131.0% | +181.9% | -50.9% | +138.5% |
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