+170.6%
GS vs NXT
+229.3%
-58.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.3% | +1.1% |
| 7D | +1.6% | +4.0% | -2.4% | +1.0% |
| 30D | +1.7% | +15.9% | -14.3% | -0.7% |
| 3M | -11.6% | -3.0% | -8.6% | -11.7% |
| 6M | -1.9% | -20.7% | +18.8% | -0.1% |
| YTD | +5.1% | +14.6% | -9.5% | +2.1% |
| 1Y | +16.4% | -7.1% | +23.5% | +15.4% |
| 3Y | +199.0% | +189.4% | +9.5% | +150.7% |
| All | +170.6% | +229.3% | -58.7% | +119.1% |
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