+135.1%
GLD vs NXT
+178.8%
-43.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | +4.4% | -15.3% | +19.7% | +5.3% |
| 3M | -1.1% | -43.8% | +42.7% | +1.3% |
| 6M | -13.8% | -18.7% | +4.9% | -12.8% |
| YTD | +2.6% | -3.0% | +5.6% | +3.6% |
| 1Y | +24.5% | +22.7% | +1.8% | +25.3% |
| 3Y | +125.8% | +95.9% | +29.9% | +126.2% |
| All | +135.1% | +178.8% | -43.7% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling