+169.4%
GS vs NXT
+246.1%
-76.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +0.8% | +15.1% | -14.3% | -1.1% |
| 30D | +1.2% | +21.8% | -20.6% | -1.8% |
| 3M | -12.4% | +1.6% | -14.0% | -13.0% |
| 6M | -2.3% | -16.7% | +14.4% | -1.2% |
| YTD | +4.6% | +20.4% | -15.8% | +1.0% |
| 1Y | +17.5% | +0.2% | +17.3% | +15.4% |
| 3Y | +202.0% | +208.7% | -6.6% | +151.1% |
| All | +169.4% | +246.1% | -76.6% | +116.7% |
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