+167.1%
NXT vs GDDY
+16.4%
+150.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.3% |
| 7D | -2.6% | -7.0% | +4.4% | -2.4% |
| 30D | -22.4% | +6.2% | -28.6% | -22.6% |
| 3M | -27.3% | +20.0% | -47.4% | -27.9% |
| 6M | -28.5% | +6.8% | -35.3% | -28.3% |
| YTD | -6.6% | -22.3% | +15.7% | +0.6% |
| 1Y | +20.4% | -33.5% | +53.9% | +34.9% |
| 3Y | +90.9% | +29.2% | +61.7% | +53.1% |
| All | +167.1% | +16.4% | +150.7% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 all: compounded portfolio wealth divided by compounded GDDY 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…
all analysis · Full analysis span regression · 6 months rolling