+208.8%
GS vs NXT
+178.8%
+30.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +0.9% | -1.1% | +2.0% | +1.1% |
| 30D | -1.6% | -15.3% | +13.8% | +0.5% |
| 3M | -4.5% | -43.8% | +39.3% | +2.3% |
| 6M | +20.9% | -18.7% | +39.5% | +23.2% |
| YTD | +19.9% | -3.0% | +22.9% | +19.7% |
| 1Y | +41.4% | +22.7% | +18.7% | +37.1% |
| 3Y | +239.2% | +95.9% | +143.2% | +200.5% |
| All | +208.8% | +178.8% | +30.0% | +156.8% |
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