+105.4%
GLD vs NXT
+213.5%
-108.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.1% |
| 7D | -4.6% | -9.4% | +4.8% | -4.0% |
| 30D | -5.5% | +15.1% | -20.6% | -6.3% |
| 3M | -10.9% | -9.1% | -1.8% | -10.7% |
| 6M | -17.4% | -30.3% | +12.9% | -16.4% |
| YTD | -10.3% | +9.1% | -19.4% | -10.2% |
| 1Y | -7.2% | +7.9% | -15.0% | -7.0% |
| 3Y | +96.9% | +176.5% | -79.6% | +96.4% |
| All | +105.4% | +213.5% | -108.1% | +110.5% |
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 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