+114.9%
GM vs NXT
+168.4%
-53.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +3.0% |
| 7D | -1.1% | -2.6% | +1.5% | -0.7% |
| 30D | -3.4% | -22.4% | +19.0% | -0.1% |
| 3M | +8.7% | -27.3% | +36.0% | +13.0% |
| 6M | +15.4% | -28.5% | +43.9% | +19.0% |
| YTD | +6.6% | -6.6% | +13.2% | +5.3% |
| 1Y | +51.5% | +20.4% | +31.1% | +43.1% |
| 3Y | +169.3% | +90.9% | +78.4% | +123.5% |
| All | +114.9% | +168.4% | -53.5% | +61.6% |
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