+227.7%
NXT vs GAP
+81.6%
+146.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.7% | -4.6% |
| 7D | +4.0% | -0.1% | +4.0% | +4.1% |
| 30D | +15.9% | -5.4% | +21.3% | +17.1% |
| 3M | -3.0% | +2.9% | -5.9% | -3.9% |
| 6M | -20.7% | -4.4% | -16.3% | -21.3% |
| YTD | +14.6% | -11.6% | +26.2% | +14.9% |
| 1Y | -7.1% | -6.0% | -1.0% | -8.3% |
| 3Y | +189.4% | +78.0% | +111.4% | +126.5% |
| All | +227.7% | +81.6% | +146.1% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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