+96.9%
GLD vs NXT
+175.5%
-78.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | 0.0% |
| 7D | -4.6% | -9.4% | +4.8% | -3.9% |
| 30D | -5.5% | +15.1% | -20.6% | -6.5% |
| 3M | -10.9% | -9.1% | -1.8% | -10.6% |
| 6M | -17.4% | -30.3% | +12.9% | -16.2% |
| YTD | -10.3% | +9.1% | -19.4% | -10.3% |
| 1Y | -7.2% | +7.9% | -15.0% | -7.1% |
| 3Y | +96.9% | +176.5% | -79.6% | +90.5% |
| All | +96.9% | +175.5% | -78.6% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling